This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
- Limba : Engleza
- Data Publicarii : 17 Sep 2008
- Editie : 1st ed. 2009. Corr. 2nd printing 2009
- Format : Paperback
- Numar pagini : 432
- ISBN : 9783540785712