Book: The Malliavin Calculus 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 2 approaches, and descriptions of a variety of applications. 1987 edition.
Details of Book: The Malliavin Calculus Book: The Malliavin Calculus
Author: Denis R. Bell
ISBN: 0486449947
ISBN-13: 9780486449944
, 978-0486449944
Binding: Paperback
Publishing Date: 2006/04/07
Publisher: Dover Publications
Number of Pages: 113
Language: English