Transformation of measure on Wiener space [ Livre] / A-Süleyman Ustunel ; Moshe Zakai
Langue: Français.Publication : Springer, cop. 2000Description : 296 p.ISBN: 3540664556.Collection: Springer monographs in mathematicsClassification: 519.2 Probabilités : applicationsSujet - Nom commun: Malliavin, Calcul de | Analyse stochastique| Current location | Call number | Status | Notes | Date due | Barcode |
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| ENS Rennes - Bibliothèque Mathématiques | 519.2 UST (Browse shelf) | Available | 519.2 Probabilités : applications | 00003645 |
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| 519.2 REV Continuous martingales and brownian motion | 519.2 RIP Stochastic simulation | 519.2 ROZ Stochastic evolution systems | 519.2 UST Transformation of measure on Wiener space | 519.2 WIL Probability with martingales | 519.2 WIL Probability with martingales | 519.2 YCA Modèles et algorithmes markoviens |