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Introduction to Stochastic Analysis and Malliavin Calculus: 13 2014th Edition
Author(s): Giuseppe Da Prato (Author)
- Publisher: Edizioni della Normale
- Publication Date: 17 April 2014
- Edition: 2014th
- Language: English
- Print length: 296 pages
- ISBN-10: 8876424970
- ISBN-13: 9788876424977
Book Description
This book introduces differential stochastic equations and Malliavin calculus. The revised and expanded third edition offers corrections and improvements and a new section covering the differentiability of the Feynman-Kac semigroup.
