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Type: BOOK - Published: 2010-07-21 - Publisher: American Mathematical Soc.

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This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini
Introduction to Malliavin Calculus
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A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
The Malliavin Calculus
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Type: BOOK - Published: 2012-12-03 - Publisher: Courier Corporation

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This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between
Gaussian Measures
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Authors: Vladimir I. Bogachev
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This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite
Applied Stochastic Differential Equations
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Authors: Simo Särkkä
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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.