A course on Malliavin calculus with applications to stochastic partial differential equations [Electronic resource] /Sanz-Sole, M. . Vol.2 (2004)

A course on Malliavin calculus with applications to stochastic partial differential equations [Electronic resource] /Sanz-Sole, M. . Vol.2 (2004)

http://e-lib.dulaty.kz/en/lib/document/SK_ELIB/61F060F8-E6CC-4675-ADC2-45FD5F420B5F/

22.1
S20
Sanz-Sole, M.
    A course on Malliavin calculus with applications to stochastic partial differential equations [Electronic resource] : lecture notes. Vol.2 (2004) / M. Sanz-Sole. - Barselona : Universitat de Barselona, 2004. - 125 p. - Б. ц.

ББК 22.1

Рубрики: Mathematics

Кл.слова (ненормированные):
finite dimensional Malliavin calculus -- the Clark-Ocone formula -- existence of density -- diferential calculus

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