The Malliavin Calculus

The Malliavin Calculus - Dover Books on Mathematics

Dover Edition

Paperback (26 May 2006)

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Publisher's Synopsis

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.

Book information

ISBN: 9780486449944
Publisher: Dover Publications Inc.
Imprint: Dover Publications
Pub date:
Edition: Dover Edition
DEWEY: 519.2
DEWEY edition: 22
Language: English
Number of pages: 128
Weight: 146g
Height: 139mm
Width: 216mm
Spine width: 10mm