1st ed. 2009. Corr. 2nd printing 2009
Paperback (15 Sep 2009)
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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. The calculus is presented both for the Brownian noise and for Levy type of noise.
| ISBN: | 9783540785712 |
| Publisher: | Springer Berlin Heidelberg |
| Imprint: | Springer |
| Pub date: | 15 Sep 2009 |
| Edition: | 1st ed. 2009. Corr. 2nd printing 2009 |
| DEWEY: | 519.2 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 350 |
| Weight: | 620g |
| Height: | 227mm |
| Width: | 158mm |
| Spine width: | 30mm |
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