1.

Record Nr.

UNICAMPANIAVAN00295416

Autore

Nualart, David

Titolo

The Malliavin Calculus and Related Topics / David Nualart

Pubbl/distr/stampa

New York, : Springer, 1995

Descrizione fisica

xi, 266 p. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60H05 - Stochastic integrals [MSC 2020]

60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]

60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia