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The Malliavin calculus and related topics /

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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

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