Malliavin Calculus with Applications to Stochastic Partial Differential Equations 1st Edition

Author(s): Marta Sanz-Sole
Publisher: EPFL Press
ISBN: 9780849340307
Edition: 1st Edition

$39,99

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Description

Description

Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus–a stochastic calculus of variation on the Wiener space–has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics. This book present