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发表于2024-11-27
The Malliavin Calculus (Dover Books on Mathematics) pdf epub mobi txt 电子书 下载 2024
This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. The text includes enough technical background to make the subsequent material accessible to readers without specialized knowledge of stochastic analysis. 1987 edition.
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The Malliavin Calculus (Dover Books on Mathematics) pdf epub mobi txt 电子书 下载 2024