Cambridge Studies in Advanced Mathematics
Autor
Hiroyuki Matsumoto (Aoyama Gakuin University, Japan)
, Setsuo Taniguchi (Kyushu University, Japan)
This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.