Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks - Nualart, David (University of Kansas) - Books - Cambridge University Press - 9781107611986 - September 27, 2018
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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks

Nualart, David (University of Kansas)

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Introduction to Malliavin Calculus - Institute of Mathematical Statistics Textbooks

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.

246 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 27, 2018
ISBN13 9781107611986
Publishers Cambridge University Press
Pages 246
Dimensions 228 × 153 × 13 mm   ·   344 g
Language English  

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