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The Malliavin Calculus and Related Topics
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The Malliavin Calculus and Related Topics - livre d'occasion

ISBN: 9783540283287

ID: 9783540283287

The Malliavin calculus (or shastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's "sum of squares" theorem, but it has found a wide range of applications in shastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then The Malliavin calculus (or shastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's "sum of squares" theorem, but it has found a wide range of applications in shastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hörmander's theorem. The regularity of the law of shastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating shastic calculus, studying anticipating shastic differential equations and the Markov property of solutions to shastic differential equations with boundary conditions. The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the shastic calculus with respect to the fractional Brownian motion. Textbooks New, Books~~Mathematics~~Probability & Statistics~~General, Malliavin-Calculus-and-Related-Topics~~David-Nualart, , , , , , , , , , Springer Berlin Heidelberg

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The Malliavin Calculus and Related Topics - David Nualart
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The Malliavin Calculus and Related Topics - nouveau livre

ISBN: 9783540283287

[ED: Buch], [PU: Springer], Neuware - The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion., [SC: 0.00], Neuware, gewerbliches Angebot, FixedPrice, [GW: 760g]

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The Malliavin Calculus and Related Topics - David Nualart
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David Nualart:
The Malliavin Calculus and Related Topics - nouveau livre

ISBN: 9783540283287

[ED: Buch], [PU: Springer], Neuware - The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion., Neuware, gewerbliches Angebot, FixedPrice, [GW: 760g]

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The Malliavin Calculus and Related Topics - Nualart, D.
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Nualart, D.:
The Malliavin Calculus and Related Topics - nouveau livre

ISBN: 9783540283287

ID: 301380

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space. This monograph presents the main features of the Malliavin calculus and discusses its main applications. It includes applications of the Malliavin calculus in finance and a chapter on stochastic calculus with respect to the fractional Brownian motion. Mathematics Mathematics eBook, Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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The Malliavin Calculus and Related Topics 2nd Edition - David Nualart
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David Nualart:
The Malliavin Calculus and Related Topics 2nd Edition - nouveau livre

ISBN: 9783540283287

ID: 422115415

NA Calculus, Topics, Springer

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The Malliavin Calculus and Related Topics
Auteur:

Nualart, David

Titre:

The Malliavin Calculus and Related Topics

ISBN:

9783540283287

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

Informations détaillées sur le livre - The Malliavin Calculus and Related Topics


EAN (ISBN-13): 9783540283287
ISBN (ISBN-10): 3540283285
Version reliée
Livre de poche
Date de parution: 2005
Editeur: Springer-Verlag GmbH
382 Pages
Poids: 0,760 kg
Langue: eng/Englisch

Livre dans la base de données depuis 13.04.2007 21:11:09
Livre trouvé récemment le 01.01.2017 19:12:33
ISBN/EAN: 9783540283287

ISBN - Autres types d'écriture:
3-540-28328-5, 978-3-540-28328-7

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