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The Malliavin Calculus

Posted By: nebulae

Date: 12 Feb 2015 09:14:15

Denis R Bell, "The Malliavin Calculus"
English | ISBN: 0582994861, 0486449947, 0470207493 | 1987 | 128 pages | PDF | 22 MB

This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. 1987 edition.

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