MALLIAVIN CALCULUS WITH APPLICATIONS TO STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
MALLIAVIN CALCULUS WITH APPLICATIONS TO STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics. This book present
Impresión bajo demanda
Impresión bajo demanda
Impresión bajo demanda
Impresión bajo demanda
Impresión bajo demanda
Impresión bajo demanda