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Stochastic analysis
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on which a Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. The goal of the book is to provide the reader with...
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| Lenguaje: | eng |
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American Mathematical Society
2004
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| Acceso en línea: | http://cds.cern.ch/record/2713831 |