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Introduction to Malliavin Calculus
- Binding:
- Hardback
- Pages:
- 246
- Published:
- September 27, 2018
- Dimensions:
- 236x158x20 mm.
- Weight:
- 464 g.
Delivery:
2-3 weeks
Expected delivery: July 21, 2024
Description of Introduction to Malliavin Calculus
This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.
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