Introduction to Stochastic Analysis and Malliavin Calculus (Publications of the Scuola Normale Superiore, 13, Band 13) - Softcover

Da Prato, Giuseppe

 
9788876424977: Introduction to Stochastic Analysis and Malliavin Calculus (Publications of the Scuola Normale Superiore, 13, Band 13)

Inhaltsangabe

This book introduces differential stochastic equations and Malliavin calculus. The revised and expanded third edition offers corrections and improvements and a new section covering the differentiability of the Feynman-Kac semigroup.

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