Introduction to Malliavin Calculus

Author : David Nualart,Eulalia Nualart

Paperback

Published : Thursday 27 September 2018

ISBN : 9781107611986

Price : €35.09

Description

This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.

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