Introduction to Stochastic Analysis and Malliavin Calculus

• Κύριος συγγραφέας: Prato, Giuseppe Da (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Pisa : Scuola Normale Superiore : Imprint: Edizioni della Normale, 2014.
• Σειρά: Publications of the Scuola Normale Superiore ; 13
• Θέματα: Mathematics.; Functional analysis.; Measure theory.; Probabilities.; Probability Theory and Stochastic Processes.; Functional Analysis.; Measure and Integration.

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several...