07-23-2012, 10:58 AM
Lectures on Stochastic Differential Equations and Malliavin Calculus
Author: S. Watanabe | Size: 470 KB | Format: PDF | Quality: Unspecified | Publisher: Tata Institute of Fundamental Research | Year: 1984 | pages: 113 | ISBN: 9783540128977
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.
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