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  • Hiroshi Kunita
    978-981-13-3801-4
    2019
    Edition 1
    • Provides systematic treatment of the Malliavin calculus on the Wiener–Poisson space, introducing Sobolev norms
    • Uses the flow property of the solution of stochastic differential equations and application to dual jump-diffusions
    • Is a study of fundamental solutions through stochastic analysis without the aid of partial differential equations

    €220

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