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Hardcover Stochastic Analysis: Itô and Malliavin Calculus in Tandem Book

ISBN: 110714051X

ISBN13: 9781107140516

Stochastic Analysis: Itô and Malliavin Calculus in Tandem

(Book #159 in the Cambridge Studies in Advanced Mathematics Series)

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...

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Format: Hardcover

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Related Subjects

Math Mathematics Science & Math

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