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The Malliavin calculus - Denis R. Bell
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Title
The Malliavin calculus
The Malliavin calculus
Author
Denis R. Bell
Denis R. Bell
format
Paperback / softback
Paperback / softback
Publisher
Dover Publications
Dover Publications
Language
English
English
UK Publication Date
20060526
20060526
Description
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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