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Introduction To Stochastic Analysis And Malliavin Calculus eBook

by Giuseppe Da Prato
language: english
Publisher: Scuola Normale Superiore, July of 2014 ‧
35,76€
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Ebook for ADE
This book introduces differential stochastic equations and Malliavin calculus. The revised and expanded third edition offers corrections and improvements and a new section covering the differentiability of the Feynman-Kac semigroup.

Introduction To Stochastic Analysis And Malliavin Calculus

by Giuseppe Da Prato

Property Description
ISBN: 9788876424991
Publisher: Scuola Normale Superiore
Release Date: July of 2014
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Publications Of The Scuola Normale Superiore
Categories: eBooks in English > Science > Mathematics
EAN: 9788876424991