Introduction to Malliavin calculus / David Nualart, Eulalia Nualart
Introduction to Malliavin calculus / David Nualart, Eulalia Nualart
Autor
Nualart, David
Ostali autori
Nakladnik
New York [etc.] : Cambridge University Press, 2018
Materijalni opis
xii, 236 str. ; 23 cm
Napomena
Bibliografija : str. 228-233.
 
Kazalo.
Klasifikacijska oznaka
60-01 Instructional exposition (textbooks, tutorial papers, etc.)
 
60H07 Stochastic calculus of variations and the Malliavin calculus
 
60Hxx Stochastic analysis [See also 58J65]
 
60J65 Brownian motion [See also 58J65]
 
60J75 Jump processes
Jezik
engleski
Standardni broj
ISBN 978-1-107-61198-6
Građa
Knjigaknjiga

NUALART, David
Introduction to Malliavin calculus / David Nualart, Eulalia Nualart. - New York [etc.] : Cambridge University Press, 2018. - xii, 236 str. ; 23 cm. - (IMS Textbooks. Institute of mathematical statistics textbooks ; 9)
Bibliografija : str. 228-233. - Kazalo.
ISBN 978-1-107-61198-6