Large deviations and the Malliavin calculus /

Bismut, Jean-Michel.

Large deviations and the Malliavin calculus / Jean-Michel Bismut. - Boston : Birkhäuser, 1984. - viii, 216 p. ; 24 cm. - Progress in mathematics ; v. 45 . - Progress in mathematics (Boston, Mass.) ; v. 45. .

Bibliography: p. 208-216.

0817632204

84003069


Differential equations, Partial--Asymptotic theory.
Manifolds (Mathematics)
Diffusion processes.
Differential equations, Hypoelliptic.
Malliavin calculus.

QA614.9 / .B57 1984

515.3/53