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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks
Nualart, David (University of Kansas)
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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks
Nualart, David (University of Kansas)
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.
246 pages
Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
Udgivet | 27. september 2018 |
ISBN13 | 9781107611986 |
Forlag | Cambridge University Press |
Antal sider | 246 |
Mål | 228 × 153 × 13 mm · 344 g |
Sprog | Engelsk |
Se alt med Nualart, David (University of Kansas) ( f.eks. Paperback Bog og Hardcover bog )