The Malliavin calculus and related topics /

Readers are assumed to have a firm grounding in probability as might be gained from a graduate course in the subject. Exercises at the end of each chapter help to reinforce a reader's understanding and to extend some of the ideas covered, and each chapter ends with a discussion of further direc...

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Bibliographic Details

Main Author:	Nualart, David, 1951-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York : Springer-Verlag, [1995]
Series:	Probability and its applications (Springer-Verlag)
Subjects:	Malliavin calculus. Malliavin, calcul de. Malliavin, Calcul de. Stochastische analyse. Electronic books.
Online Access:	Connect to the full text of this electronic book