Lectures on stochastic differential equations and Malliavin calculus

Author(s)

• 渡辺, 信三 ワタナベ, シンゾウ

Bibliographic Information

Lectures on stochastic differential equations and Malliavin calculus

by S. Watanabe ; notes by M. Gopalan Nair and B. Rajeev

（Lectures on mathematics and physics, . Mathematics ; 73）

Published for the Tata Institute of Fundamental Research [by] Springer-Verlag, 1984

• : gw
• : us

Note

"Lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R.-I.I.Sc. Programme in Applications of Mathematics."

Includes bibliographical references

Details

• NCID: BA0002289X
• ISBN:
  • 3540128972
  • 0387128972
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Tokyo
• Pages/Volumes: 111 p.
• Size: 25 cm
• Classification:
  • NDC8 : 417.1
• Parent Bibliography ID:
  • BA00334575