Introduction to malliavin calculus
Auteur :
Nualart, David / Nualart, Eulalia
Éditeur :
Cambridge University Press
ISBN :
9781107039124
Date de publication :
27 sept. 2018
Dimensions :
23,6 x 15,7 x 1,8 cm
Poids :
460 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.