Introduction to Malliavin Calculus |
|
| Author:
| Nualart, David
Nualart, Eulalia |
| Series title: | Institute of Mathematical Statistics Textbooks Ser. |
| ISBN: | 978-1-139-85648-5 |
| Publication Date: | Sep 2018 |
| Publisher: | Cambridge University Press
|
| Book Format: | Digital download and online |
| List Price: | AUD $270.00 |
Book Description:
|
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.
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.