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Equations involving Malliavin calculus operators: applications and numerical approximation
This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework o...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2017
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-65678-6 http://cds.cern.ch/record/2287910 |