Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation /

Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation /

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework o...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Levajković, Tijana (Συγγραφέας), Mena, Hermann (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Cham : Springer International Publishing : Imprint: Springer, 2017.
Σειρά:	SpringerBriefs in Mathematics,
Θέματα:	Mathematics. Functional analysis. Partial differential equations. Numerical analysis. Calculus of variations. Probabilities. Probability Theory and Stochastic Processes. Functional Analysis. Partial Differential Equations. Calculus of Variations and Optimal Control; Optimization. Numerical Analysis.
Διαθέσιμο Online:	Full Text via HEAL-Link

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