The Malliavin calculus [monographie] |
| Auteur(s): | Bell, Denis R. |
| Langue: | anglais |
| Collection: | Pitman monographs and surveys in pure and applied mathematics, n° 34 |
| Editeur, date d'édition: | Longman Scientific & Technical, 1987 |
| Ville(s) d'édition: | Harlow (GB), New York (GB) |
| ISBN: | 0-582-99486-1 |
| ISSN: | 0269-3666 |
| Classification MSC: | 60H07 (2000) |
| Notes: | x + bibliogr. pp. 103-104 + index pp. 105 + 24 cm ; 105 p |
| Thèmes: | filtrage, diffusion, equation differentielle stochastique, mesure quasi-invariante, theoreme hormander, calcul malliavin, theoreme girsanov |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 70.5 BEL 87 | Disponible |