Introduction to Malliavin Calculus - 9781107611986

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.

• | : David Nualart (University of Kansas), Eulalia Nualart (Universitat Pompeu Fabra, Barcelona)
• | Publisher: Cambridge University Press
• | Publication Date: Sep 27, 2018
• | Country of Publication: United Kingdom
• | Number of Pages: 246 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 1107611989
• | ISBN-13: 9781107611986