Malliavin Calculus (Pitman Monographs & Surveys in Pure & Applied Mathematics.) - Tapa dura

Sinopsis

(This introduction to Malliavin's stochastic calculus of variations, work on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications.)

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