While the original works on Malliavin calculus aimed to study the smoothness of densities of solu...
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the ...
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse f...
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the ...
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of h...
This book presents innovations in the mathematical foundations of financial analysis and numerica...
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functiona...
The 3rd edition is an expanded and updated version of the 2nd edition, containing recent developm...
An introduction to the basic theory of stochastic calculus and its applications. Examples are giv...
The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applic...
This book is based on research that, to a large extent, started around 1990, when a research proj...
One of the most challenging subjects of stochastic analysis in relation to physics is the analysi...