The Malliavin Calculus

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The Malliavin Calculus by Bell, Denis R., 9780486449944
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  • ISBN: 9780486449944 | 0486449947
  • Cover: Paperback
  • Copyright: 4/7/2006

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This volume provides an introduction to Malliavin's stochastic calculus of variations. Suitable both for graduate students and for professional mathematicians, it discusses the development of the subject as well as applications. Denis R. Bell is a Professor of Mathematics at the University of North Florida.
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