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Lectures on stochastic differential equations and Malliavin calculus/ by S. Watanabe ; notes by M. Gopalan Nair and B. Rajeev.

By: Contributor(s): Series: Lectures on mathematics and physics. Mathematics. ; 73.Publication details: Berlin ; New York: Published for the Tata Institute of Fundamental Research, Bombay by Springer-Verlag, 1984.Description: 111 p. ; 25 cmISBN:
  • 0387128972 (U.S.)
Subject(s): DDC classification:
  • 515.35 W324l
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Books Books Castorina Estantes Abertas (Open Shelves) Livros (Books) 515.35 W324l 1984 IMPA (Browse shelf(Opens below)) 1 Available 39063000064751

Errata included.

Lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics.

Bibliography: p. [109]-111.

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