Stochastic Analysis: Itô and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159) - Image 1

£40.80

Cambridge University Press Stochastic Analysis: Itô and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159)

Name: Stochastic Analysis: Ito and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159)
Brand: Cambridge University Press
Price: 54.89 GBP
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Applied Mathematics

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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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 110714051X
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 07 November 2016
Listed Since: 20 April 2016

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Cambridge University Press Stochastic Analysis: Itô and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159)

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