Stochastic Analysis

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In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; qu

Integration and Probability

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An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel

Stochastic Calculus of Variations in Mathematical Finance

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Highly esteemed author Topics covered are relevant and timely

Malliavin Calculus and Stochastic Analysis

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the

The Malliavin Calculus and Related Topics

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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con