Introduction to malliavin calculus
Auteur :
Nualart, David / Nualart, Eulalia
Éditeur :
Cambridge University Press
ISBN :
9781107611986
Date de publication :
27 sept. 2018
Dimensions :
22,8 x 15,2 x 1,3 cm
Poids :
340 g
Format :
Trade paperback (US)
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.