Probability at Saint-Flour

1 total work

Malliavin Calculus at Saint-Flour

by Nobuyuki Ikeda, David Nualart, and Daniel W. Stroock

Published 18 January 2012

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.