Equations involving malliavin calculus operators : applications and numerical approximation / Tijana Levajković, Hermann Mena.

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 o...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Levajkovic, Tijana (Author), Mena, Hermann (Author)
Format:	eBook
Language:	English
Published:	Cham, Switzerland : Springer, [2017]
Series:	SpringerBriefs in mathematics.
Subjects:	Stochastic differential equations. Malliavin calculus.