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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 7, 2016
- Dimensions:
- 235x161x26 mm.
- Weight:
- 638 g.
Delivery:
2-4 weeks
Expected delivery: October 25, 2024
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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