Malliavin Calculus with Applications to Stochastic Partial Differential Equations
Ago 2005 · CRC Press
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Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.
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Marta Sanz-Sole
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