The Malliavin Calculus and Related Topics / David Nualart

• Autore: Nualart, David
• Pubblicazione: New York, : Springer, 1995
• Descrizione fisica: xi, 266 p. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Calculus; Differential equations; Markov properties; Stochastic Calculus; Stochastic differential equations; Variation
• Titolo autorizzato: Malliavin calculus and related topics
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00295416
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4757-2437-0
• Serie: Probability and its applications Berlin [etc.] . -Springer , 1995-2014