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The Malliavin Calculus|Denis R. Bell

The Malliavin Calculus

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Overview

This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.

Details

  • ISBN-13: 9780486449944
  • ISBN-10: 0486449947
  • Publisher: Dover Publications
  • Publish Date: April 2006
  • Dimensions: 8.52 x 5.52 x 0.26 inches
  • Shipping Weight: 0.31 pounds
  • Page Count: 130

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