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...
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 |
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