The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, deve...
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful ...
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful ...
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differe...
Concentration inequalities, which express the fact that certain complicated random variables are ...
This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during...
The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus ...
There have been ten years since the publication of the ?rst edition of this book. Since then, new...
There have been ten years since the publication of the ?rst edition of this book. Since then, new...
A compact introduction to this active and powerful area of research, combining basic theory, core...
Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- ...
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial diff...