The Malliavin Calculus. Denis R. Bell

The Malliavin Calculus



Download The Malliavin Calculus



The Malliavin Calculus Denis R. Bell ebook
Publisher: Dover Publications
Page: 128
ISBN: 9780486449944

This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. 1987 edition.

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