Sanz-Sole, Marta

Malliavin calculus : with applications to stochastic partial differential equations / Marta Sanz-Sole - Boca Raton, Fla. : CRC Press, 2005 - viii, 162 p. ; 25 cm. - Fundamental sciences. Mathematics .

Bibliography : p. 155-160

0849340306 RM341.93


Malliavin calculus
Stochastic analysis
Stochastic partial differential equations