01331nam a2200397 i 4500991001006849707536101229s2008 it bf 000 0 eng d97888764233768876423370b1394566x-39ule_instDip.to Matematicaeng51521AMS 60-02AMS 46N30AMS 47D07AMS 47N30AMS 60H05AMS 60J65LC QA274.23.D3Da Prato, Giuseppe314271Introduction to stochastic analysis and Malliavin calculus /Giuseppe Da Prato2. ed.Pisa :Edizioni della Normale,c2008xvi, 211 p. ;24 cmAppunti ;7University lecturesFirst ed. 2007, now enlargedIncludes bibliographical referencesStochastic differential equationsMalliavin calculus.b1394566x28-01-1429-12-10991001006849707536LE013 60-XX DAP14 (2008)12013000213606le013gE27.50-l- 02020.i1521769330-12-10Introduction to stochastic analysis and Malliavin calculus251527UNISALENTOle01329-12-10ma -engit 00