The Malliavin Calculus (Pitman Monographs & Surveys in Pure & Applied Mathematics.) - Hardcover

Bell, Denis R.

Hardcover

ISBN 10: 0582994861 ISBN 13: 9780582994867

Publisher: Longman Higher Education, 1987

Synopsis

(This introduction to Malliavin's stochastic calculus of variations, work on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations 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.)

Edition details

• Publisher: Longman Higher Education
• Publication date: 1987
• Language: English
• ISBN 10: 0582994861
• ISBN 13: 9780582994867
• Binding: Hardcover
• Edition number: 1
• Number of pages: 124