Stochastic analysis : Itô and Malliavin calculus in tandem

Author(s)

• 松本, 裕行 マツモト, ヒロユキ
• 谷口, 説男 タニグチ, セツオ

Bibliographic Information

Stochastic analysis : Itô and Malliavin calculus in tandem

Hiroyuki Matsumoto, Setsuo Taniguchi

（Cambridge studies in advanced mathematics, 159）

Cambridge University Press, 2017

• : hardback

Other Title

Kakuritsu kaiseki

Note

"Translated and adapted from the Japanese edition"

Bibliography: p. 337-343

Includes index

Details

• NCID: BB22525428
• ISBN:
  • 9781107140516
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: jpn
• Place of Publication: New York
• Pages/Volumes: xii, 346 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.22
• Subject Headings:
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA00109761