Introduction to Stochastic Analysis and Malliavin Calculus

Introduction to Stochastic Analysis and Malliavin Calculus by Giuseppe Da Prato.

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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Bibliographic Details
Main Author: Da Prato, Giuseppe (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Pisa : Scuola Normale Superiore : Imprint: Edizioni della Normale, 2014.
Edition:1st ed. 2014.
Series:Lecture Notes (Scuola Normale Superiore) ; 13
Springer eBook Collection.
Subjects:
Probabilities.
Functional analysis.
Measure theory.
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