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Introduction to Malliavin Calculus
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.
1 060,00 DH
Sur commande
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.
| ISBN / EAN | 9781107039124 |
|---|---|
| Auteur | Nualart, David (University of Kansas) |
| Editeur | Cambridge University Press |