Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Författare: Marta Sanz-Sole
Förlag: CRC Press
Upplaga: 1
Utgivningsår: 2005
ISBN: 0849340306

Köp boken

0

Betala med Klarna
14 dagars ångerrätt
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics. This book present

Du kanske också gillar

Köp boken0