Introduction to Stochastic Analysis and Malliavin Calculus

By Giuseppe Da Prato

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material has grown from courses delivered at the Scuola Normale Superiore di Pisa and has been refined over several years of teaching experience.

• Format: Paperback
• Language: English
• ISBN: 8876423370
• ISBN13: 9788876423376
• Release Date: February 2009
• Publisher: Edizioni Della Normale
• Length: 211 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.8" x 5.9" x 9.4"