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Introduction to Malliavin Calculus

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In Stock (179)

£ 136.80

Description

This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.

Book Details
EAN:
9781107039124
Binding:
Hardback
Dimensions(mm):
158 x 236 x 20
Publication Date:
2018-09-27
Publication Country:
United Kingdom