Lectures on stochastic differential equations and malliavin calculus /
| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Published for the Tata Institute of Fundamental Research, Bombay [by] Springer-Verlag,
1984.
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| Series: | Lectures on mathematics and physics. Mathematics ;
73. |
| Subjects: |
| Item Description: | Spine title; Stochastic differential equations. Errata included. Lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics. |
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| Physical Description: | 111 pages ; 25 cm. |
| Bibliography: | Bibliography: pages [109]-111. |
| ISBN: | 3540128972 (pbk) : |