The Malliavin Calculus (CHAPMAN AND HALL /CRC MONOGRAPHS AND SURVEYS IN PURE AND APPLIED MATHEMATICS) - Hardcover

Book 156 of 302: Dover Books on Mathematics

Bell, Denis R.

 
9780470207499: The Malliavin Calculus (CHAPMAN AND HALL /CRC MONOGRAPHS AND SURVEYS IN PURE AND APPLIED MATHEMATICS)
Hardcover
ISBN 10: 0470207493 ISBN 13: 9780470207499
Publisher: Longman Sc & Tech, 1987

This specific ISBN edition is currently not available.

Synopsis

This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. 1987 edition.

"synopsis" may belong to another edition of this title.

Publisher
Longman Sc & Tech
Publication date
1987
Language
English
ISBN 10 
0470207493
ISBN 13 
9780470207499
Binding
Hardcover

Other Popular Editions of the Same Title

9780486449944: The Malliavin Calculus (Dover Books on Mathematics)

Featured Edition

ISBN 10:  0486449947 ISBN 13:  9780486449944
Publisher: Dover Publications Inc., 2006
Softcover