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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.
Buchkauf
Institute of Mathematical Statistics Textbooks, David Nualart
- Sprache
- Erscheinungsdatum
- 2018
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- (Paperback)
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- Titel
- Institute of Mathematical Statistics Textbooks
- Sprache
- Englisch
- Autor*innen
- David Nualart
- Erscheinungsdatum
- 2018
- Einband
- Paperback
- ISBN10
- 1107611989
- ISBN13
- 9781107611986
- Schlagwörter
- Sachbücher, Wissenschaft & Mathematik, Natur, Mathematik
- Beschreibung
- 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.