Da Prato Giuseppe:
Introduction To Stochastic Analysis And Malliavin Calculus
Birkhauser Verlag Ag (Italy), 2009
Paperback, 227 pages
ISBN: 9788876423376
ISBN-10: 8876423370
List price: £18.99
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Introduction To Stochastic Analysis And Malliavin Calculus
An introductory course on differential stochastic equations and Malliavin calculus. It is based on a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities). It deals with the differential stochastic equations and their connection with parabolic problems.

