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[书籍] Malliavi随机分析和相关论题(第2版)
作者: [美] 纽勒特(Nualart , D.)
出版社: 世界图书出版公司
简介: There have been ten years since the publication of the first edition of this book. Since then, new applications and developments of the Malliavin cal- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: FYactional Brownian motion and Mathematical Finance.
  
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