Stochastic Analysis
$200.00
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$200.00
Regular price
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Stochastic Analysis
$200.00
Sale price
$200.00
Regular price
This book offers a concise introduction to stochastic analysis, particularly the Malliavin calculus. A detailed description is given of all technical tools necessary to describe the theory, such as the Wiener process, the Ornstein-Uhlenbeck process, and Sobolev spaces. Applications of stochastic cal
- Author: Ichirō Shigekawa
- Publisher: American Mathematical Soc.
- Published: 2004
- Pages: 204