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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| Language: | English |
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Pisa :
Scuola Normale Superiore : Imprint: Edizioni della Normale,
2014.
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| Edition: | 1st ed. 2014. |
| Series: | Lecture Notes (Scuola Normale Superiore) ;
13 |
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| Online Access: | https://doi.org/10.1007/978-88-7642-499-1 |