Diffusion processes and stochastic calculus
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Publication:2250533
DOI10.4171/133zbMath1318.60001OpenAlexW1606099368MaRDI QIDQ2250533
Publication date: 7 July 2014
Published in: EMS Textbooks in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4171/133
Brownian motionMalliavin calculusMarkov processesstochastic calculusdiffusion processesLyons rough paths theory
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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