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The Malliavin Calculus
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.
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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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