Related Books
Language: en
Pages: 286
Pages: 286
Type: BOOK - Published: 2014-07-01 - Publisher: Springer
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 c
Language: en
Pages: 244
Pages: 244
Type: BOOK - Published: 2008 - Publisher: Springer
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown from a series of cou
Language: en
Pages: 359
Pages: 359
Type: BOOK - Published: 2016-07-07 - Publisher: Springer
Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mos
Language: en
Pages: 580
Pages: 580
Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
