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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks Nualart, David (University of Kansas)
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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks
Nualart, David (University of Kansas)
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.
246 pages
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 27 de septiembre de 2018 |
| ISBN13 | 9781107039124 |
| Editores | Cambridge University Press |
| Páginas | 246 |
| Dimensiones | 236 × 158 × 20 mm · 464 g |
| Lengua | Inglés |
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