The Malliavin Calculus

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The Malliavin Calculus

Denis R. Bell

Publisher: Dover Publications

Format: Paperback

This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. 1987 edition.

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