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Introduction to Stochastic Analysis and Malliavin Calculus

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Da Prato, Giuseppe (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Pisa : Scuola Normale Superiore : Imprint: Edizioni della Normale, 2014.
Edición:1st ed. 2014.
Colección:Lecture Notes (Scuola Normale Superiore), 13
Temas:
Acceso en línea:Texto Completo