The Malliavin Calculus, 9780486449944
Paperback
Tame randomness: Discover Malliavin calculus for variations and applications.

The Malliavin Calculus

$25.99

  • Paperback

    113 pages

  • Release Date

    26 May 2006

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Summary

Taming Randomness: An Introduction to the Malliavin Calculus

This introduction to Malliavin’s stochastic calculus of variations emphasizes the problem that motivated the subject’s development. It features 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.

Book Details

ISBN-13:9780486449944
ISBN-10:0486449947
Series:Dover Books on Mathematics
Author:Denis R. Bell
Publisher:Dover Publications
Imprint:Dover Publications Inc.
Format:Paperback
Number of Pages:113
Release Date:26 May 2006
Weight:141g
Dimensions:7mm x 140mm x 216mm

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