Lectures on stochastic differential equations and Malliavin calculus

著者

• 渡辺, 信三 ワタナベ, シンゾウ

書誌事項

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

注記

"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

詳細情報

• NII書誌ID(NCID): BA0002289X
• ISBN:
  • 3540128972
  • 0387128972
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin ; Tokyo
• ページ数/冊数: 111 p.
• 大きさ: 25 cm
• 分類:
  • NDC8 : 417.1
• 親書誌ID:
  • BA00334575