Introduction to Malliavin Calculus
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Introduction to Malliavin Calculus

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Produktinformasjon

This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.

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ProduktnavnIntroduction to Malliavin Calculus
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