Malliavin calculus for Le��vy processes and infinite-dimensional Brownian motion : an introduction /
"Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard an...
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012
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| Series: | Cambridge tracts in mathematics ;
191 |
| Subjects: |