Lectures on stochastic differential equations and Malliavin calculus / by S. Watanabe ; notes by M. Gopalan Nair and B. Rajeev

Auteur principal : Watanabe, Shinzō, 1935-, AuteurAuteur secondaire : Nair, M. Gopalan, Collaborateur • Rajeev, Bhaskaran, CollaborateurType de document : MonographieCollection : Lectures on mathematics and physics, 73Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer-Verlag, 1984Description : 1 vol. (111 p.) ; 25 cmISBN: 3540128972.ISSN: 0970-6313.Bibliographie : Bibliogr. : p. [109]-111.Sujet MSC : 60Hxx, Probability theory and stochastic processes - Stochastic analysis
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
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Salle 1 		60 WAT (Browse shelf(Opens below)) Available 08867-01

lecture notes of a course given by the author in 1983 at the Indian Institute of Science in Bangalore

Bibliogr. : p. [109]-111

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