The Malliavin Calculus by Denis R. Bell

The Malliavin Calculus


The.Malliavin.Calculus.pdf
ISBN: 9780486449944 | 128 pages | 7 Mb

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The Malliavin Calculus Denis R. Bell
Publisher: Dover Publications


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 two approaches, and descriptions of a variety of applications. 1987 edition.

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