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Stochastic Analysis
- Ito and Malliavin Calculus in Tandem
part of the Cambridge Studies in Advanced Mathematics series
- Binding:
- Hardback
- Pages:
- 357
- Published:
- November 6, 2016
- Dimensions:
- 235x161x26 mm.
- Weight:
- 638 g.
Delivery:
2-4 weeks
Expected delivery: December 26, 2024
Extended return policy to January 30, 2025
About Hiroyuki (Aoyama Gakuin University Matsumoto
View all books by Hiroyuki (Aoyama Gakuin University MatsumotoDescription of Stochastic Analysis
This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.
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