Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space - the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. This book presents an introduction to the Malliavin calculus.
Информация за "Stochastic Analysis"
- SKU 9780821826263
- Weight 0.242000
- ISBN 9780821826263
- Вид корица Paperback / softback
- Издателство American Mathematical Society
- Брой страници 200
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