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Introduction to Stochastic Analysis and Malliavin Calculus - Publications of the Scuola Normale Superiore Giuseppe Da Prato 2014 edition
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Introduction to Stochastic Analysis and Malliavin Calculus - Publications of the Scuola Normale Superiore
Giuseppe Da Prato
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Ito's formula. The third part provides an introduction to the Malliavin calculus.
279 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 17, 2014 |
| ISBN13 | 9788876424977 |
| Publishers | Birkhauser Verlag AG |
| Pages | 279 |
| Dimensions | 155 × 237 × 25 mm · 458 g |
| Language | English |
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