Stochastic Analysis: Ito and Malliavin Calculus in Tandem - Cambridge Studies in Advanced Mathematics - Matsumoto, Hiroyuki (Aoyama Gakuin University, Japan) - Books - Cambridge University Press - 9781107140516 - November 7, 2016
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Matsumoto, Hiroyuki (Aoyama Gakuin University, Japan)
Stochastic Analysis: Ito and Malliavin Calculus in Tandem - Cambridge Studies in Advanced Mathematics

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This compact, graduate-level text develops the Itô calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.

357 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 7, 2016
ISBN13 9781107140516
Publishers Cambridge University Press
Pages 357
Dimensions 235 × 161 × 26 mm   ·   649 g   (Weight (estimated))
Language English  

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