Diffusion processes and stochastic calculus

DOI10.4171/133zbMath1318.60001OpenAlexW1606099368MaRDI QIDQ2250533

Fabrice Baudoin

Publication date: 7 July 2014

Published in: EMS Textbooks in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/133

zbMATH Keywords

Brownian motionMalliavin calculusMarkov processesstochastic calculusdiffusion processesLyons rough paths theory

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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