Itô and Malliavin Calculus in Tandem
by
Hiroyuki Matsumoto, Setsuo Taniguchi
Language: English
Release Date: November 7, 2016
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...