仪式
发表于 2025-3-23 10:22:36
Robert C. Paehlkeintegration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!978-3-540-60170-8978-3-540-44662-0Series ISSN 0075-8434 Series E-ISSN 1617-9692
MURKY
发表于 2025-3-23 14:21:10
Robert C. Paehlkeintegration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!978-3-540-60170-8978-3-540-44662-0Series ISSN 0075-8434 Series E-ISSN 1617-9692
maverick
发表于 2025-3-23 22:01:32
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黄瓜
发表于 2025-3-23 22:27:16
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不舒服
发表于 2025-3-24 06:20:18
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小步走路
发表于 2025-3-24 08:57:01
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割公牛膨胀
发表于 2025-3-24 11:04:05
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CARK
发表于 2025-3-24 15:18:58
Robert C. Paehlkessed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects,
RADE
发表于 2025-3-24 22:28:40
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直觉没有
发表于 2025-3-25 02:39:18
Robert C. Paehlkessed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects,