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Paperback Introduction to Stochastic Analysis and Malliavin Calculus Book
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ISBN: 8876424970

ISBN13: 9788876424977

Introduction to Stochastic Analysis and Malliavin Calculus

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This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional...

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Format: Paperback

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Math Mathematics Science & Math

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