The Malliavin Calculus
β Denis R. Bell
π Library
π
2006
π Dover Publications, Inc.
π English
β¦ LIBER β¦
π
Malliavin Calculus
β Scribed by Denis R. Bell
- Publisher
- Longman Higher Education
- Year
- 1987
- Tongue
- English
- Leaves
- 115
- Series
- Pitman Monographs & Surveys in Pure & Applied Mathematics.
- Edition
- 1st
- Category
- Library
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β¦ 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 theseΒ two approaches, and descriptions of a variety of applications. 1987 edition.
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