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Lectures on Stochastic Differential Equations and Malliavin Calculus

Lectures on Stochastic Differential Equations and Malliavin Calculus
by S. Watanabe

Publisher: Tata Institute of Fundamental Research 1984
ISBN/ASIN: 3540128972
ISBN-13: 9783540128977
Number of pages: 113

Description:
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.

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