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.
| ISBN: | 9780486449944 |
| Publication date: | 26th May 2006 |
| Author: | Denis R Bell |
| Publisher: | Dover Publications an imprint of Dover Publications Inc. |
| Format: | Paperback |
| Pagination: | 128 pages |
| Series: | Dover Books on Mathematics |
| Genres: |
Calculus |
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.
The Malliavin Calculus features in the following genres: Calculus
The Malliavin Calculus is available in Paperback
The Malliavin Calculus was written by Denis R Bell and published by Dover Publications an imprint of Dover Publications Inc.
The Malliavin Calculus has 128 pages
Yes it is part of Dover Books on Mathematics series