Kód: 02763640
Introduction to Stochastic Analysis and Malliavin Calculus
Autor Giuseppe Da Prato
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 semigrou ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 279
Nakladateľ: Birkhauser Verlag AG, 2014
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Viac informácií o knihe Introduction to Stochastic Analysis and Malliavin Calculus
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Anotácia knihy
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.
Parametre knihy
Zaradenie knihy Książki po angielsku Mathematics & science Mathematics Calculus & mathematical analysis
30.50 €
- Celý názov: Introduction to Stochastic Analysis and Malliavin Calculus
- Autor: Giuseppe Da Prato
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 279
- EAN: 9788876424977
- ISBN: 8876424970
- ID: 02763640
- Nakladateľ: Birkhauser Verlag AG
- Hmotnosť: 474 g
- Rozmery: 237 × 155 × 25 mm
- Dátum vydania: 17. April 2014
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