Stochastic Analysis: Itô and Malliavin Calculus in Tandem
(Book #159 in the Cambridge Studies in Advanced Mathematics Series)
No Customer Reviews
Thanks to the driving forces of the It calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two...
Format:Hardcover
Language:English
ISBN:110714051X
ISBN13:9781107140516
Release Date:November 2016
Publisher:Cambridge University Press
Length:357 Pages
Weight:1.33 lbs.
Dimensions:1.0" x 6.2" x 9.4"
Customer Reviews
0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
