Lectures on stochastic differential equations and Malliavin calculus
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Publication:797905
zbMath0546.60054MaRDI QIDQ797905
Publication date: 1984
Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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