Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks - Nualart, David (University of Kansas) - Books - Cambridge University Press - 9781107039124 - September 27, 2018
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Nualart, David (University of Kansas)
Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 27, 2018
ISBN13 9781107039124
Publishers Cambridge University Press
Pages 246
Dimensions 236 × 158 × 20 mm   ·   464 g
Language English  

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