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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...

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Main Authors:	Levajković, Tijana. (Author, http://id.loc.gov/vocabulary/relators/aut), Mena, Hermann. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author:	SpringerLink (Online service)
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:	1st ed. 2017.
Series:	SpringerBriefs in Mathematics,
Subjects:	Probabilities. Functional analysis. Partial differential equations. Calculus of variations. Numerical analysis. Probability Theory and Stochastic Processes. Functional Analysis. Partial Differential Equations. Calculus of Variations and Optimal Control; Optimization. Numerical Analysis.
Online Access:	https://doi.org/10.1007/978-3-319-65678-6

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