Nualart David Books

Books di Nualart David editi da Amer Mathematical Society

Malliavin Calculus and Its Applications

Malliavin Calculus and Its Applications

Nualart David 
edizioni Amer Mathematical Society collana (Paperback)

Paul Malliavin developed the stochastic calculus of variations that bears his name in 1976 primarily to establish the regularity of the probability distribution of functionals of an underlying Gaussian process. Since then it has proven to be a powerful tool for a variety of problems in stochastic analysis. Nualart...

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