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Stochastic Calculus via Regularizations
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The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors.
The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783031094453
ISBN [Softcover]
9783031094484
Publisher
Springer
Year
2022
Pages
XXXI, 638 p.
Series Title
Bocconi & Springer Series
Language
English

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