Stochastic Analysis: Itô and Malliavin Calculus in Tandem (Cambridge Studies in Advanced Mathematics)
Cambridge University Press
Hardcover$15 per week
$15 per week
4 weeks to own
Return anytime and charges stop.
Pay for 4 weeks to own and the book is yours to keep.
Only pay for what you need. Textbooks on your terms.
*Arrives in 3-7 business days. Free shipping both ways.
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
Your cart is empty