The Malliavin Calculus and Related Topics (Probability and its Applications)
Edition: 2nd ed. edition
Publisher: Springer
Published: February 10, 2006
Language: eng
Format: Hardcover
Number of pages: 382
ISBN-13: 9783540283287
Subjects: Stochastics; Probability & Statistics - General; Mathematics; Science/Mathematics; Anticipating stochastic calculus; Gaussian processes; Girsanov theorem; MSC (2000): 60H07, 60H10, 60H15, 60-02; Markov processes; Mathematics / Statistics; Skorohod integral; Stochastic differential equations; Stochastic partial differential equations; Calculus; Malliavin calculus