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Introduction to stochastic analysis and Malliavin calculus
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several...
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| Lenguaje: | eng |
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Springer
2014
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| Acceso en línea: | https://dx.doi.org/10.1007/978-88-7642-499-1 http://cds.cern.ch/record/1748057 |