Introduction to Stochastic Analysis and Malliavin Calculus
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...
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| Format: | Electronic eBook |
| Language: | English |
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Pisa :
Scuola Normale Superiore : Imprint: Edizioni della Normale,
2014.
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| Series: | Publications of the Scuola Normale Superiore ;
13 |
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| Online Access: | Full Text via HEAL-Link |
