Introduction to Stochastic Analysis and Malliavin Calculus
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Publication:5405092
DOI10.1007/978-88-7642-499-1zbMath1416.60001OpenAlexW1543060763MaRDI QIDQ5405092
Publication date: 31 March 2014
Full work available at URL: https://doi.org/10.1007/978-88-7642-499-1
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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