Da Prato Giuseppe:
Introduction To Stochastic Analysis And Malliavin Calculus

2 Rev Ed

Birkhauser Verlag Ag (Italy), 2009
Paperback, 227 pages
ISBN: 9788876423376
ISBN-10: 8876423370

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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.

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Giuseppe Da Prato
Differential equations
Calculus & mathematical analysis
Mathematics
Mathematics and science
Birkhauser Verlag Ag

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Giuseppe Da Prato
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