Introduction to Malliavin calculus

Author(s)

• Nualart, David
• Nualart, Eulalia

Bibliographic Information

Introduction to Malliavin calculus

David Nualart, Eulalia Nualart

（Institute of Mathematical Statistics textbooks, 9）

Cambridge University Press, 2018

• : pbk

Note

Includes bibliographical references (p. 228-233) and index

Details

• NCID: BB27313722
• ISBN:
  • 9781107039124
  • 9781107611986
• LCCN: 2018013735
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xii, 236 p.
• Size: 24 cm
• Classification:
  • LCC : QA174.2
  • DC23 : 519.2/3
• Subject Headings:
  • LCSH : Malliavin calculus
  • LCSH : Stochastic analysis
  • LCSH : Derivatives (Mathematics)
  • LCSH : Calculus of variations
• Parent Bibliography ID:
  • BB02939268