Stochastic Analysis
Ichiro Shigekawa
American Mathematical Society, 2004
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Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space - the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. This book presents an introduction to the Malliavin calculus.
- ISBN-13
- 9780821826263
- ISBN-10
- 0821826263
- Publisher
- American Mathematical Society
- Year
- 2004
- Publication date
- 2004-05-30
- Pages
- 200
- Dimensions
- 215x142x11
- Weight
- 242