Hermann Mena: 1 book
Equations Involving Malliavin Calculus Operators
Applications and Numerical Approximation
Language: English
Release Date: August 31, 2017
This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework...
