LIBROS DEL AUTOR: hermann mena

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  • Equations Involving Malliavin Calculus Operators
    Hermann Mena / Tijana Levajković
    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. A major contribution of the book is the development of generalized Malliavin calculus in the framework of white noise analysis, based on chaos expansion representation of stochastic pr...
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    74,30 €