Posted by **Jeembo** at Jan. 27, 2018

English | 2017 | ISBN: 3319656775 | 132 Pages | PDF | 5.7 MB

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.

Posted by **insetes** at Dec. 26, 2017

2014 | 279 Pages | ISBN: 8876424970 | PDF | 3 MB

Posted by **Underaglassmoon** at Jan. 11, 2017

Cambridge | English | November 2016 | ISBN-10: 110714051X | 357 pages | PDF | 3.83 mb

by Hiroyuki Matsumoto (Author), Setsuo Taniguchi (Author)

Posted by **tanas.olesya** at Jan. 9, 2017

English | 17 Apr. 2014 | ISBN: 8876424970 | 279 Pages | PDF | 3 MB

This volume presents an introductory course on differential stochastic equations and Malliavin calculus.

Posted by **tanas.olesya** at April 22, 2016

English | Feb. 10, 2006 | ISBN: 3540283285 | 424 Pages | PDF | 3 MB

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis.

Posted by **arundhati** at Sept. 1, 2015

2005 | ISBN-10: 0849340306 | 150 pages | PDF | 15 MB

Posted by **interes** at Aug. 29, 2015

English | 1987 | ISBN: 2881241859 | 161 pages | PDF | 5,5 MB

Posted by **step778** at March 10, 2015

2009 | pages: 419 | ISBN: 354078571X | PDF | 3 mb

Posted by **nebulae** at Feb. 12, 2015

English | ISBN: 0582994861, 0486449947, 0470207493 | 1987 | 128 pages | PDF | 22 MB

Posted by **interes** at Nov. 25, 2014

English | ISBN: 1461459052 | 2013 | PDF | 575 pages | 4 MB

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates.