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Malliavin Calculus: With Applications to Stochastic Partial Differential Equations
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods...
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| Lenguaje: | eng |
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EPFL Press
2005
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| Acceso en línea: | http://cds.cern.ch/record/1134570 |