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About this product
- DescriptionAfter functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
- Author BiographyHorst Osswald is a Professor of Mathematics at Universitat Munchen.
- Author(s)Horst Osswald
- PublisherCambridge University Press
- Date of Publication01/03/2012
- GenreScience & Mathematics: Textbooks & Study Guides
- Series TitleCambridge Tracts in Mathematics
- Series Part/Volume Number191
- Place of PublicationCambridge
- Country of PublicationUnited Kingdom
- ImprintCambridge University Press
- Weight760 g
- Width152 mm
- Height228 mm
- Spine27 mm
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