The Malliavin Calculus
The Malliavin Calculus
This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.
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This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.
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