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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

ID: 978354028328

The Malliavin calculus (or stochastic 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 stochastic 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 stochastic 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 stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic 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 stochastic calculus with respect to the fractional Brownian motion. David Nualart, Books, Science and Nature, The Malliavin Calculus and Related Topics Books>Science and Nature, Springer Berlin Heidelberg

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The Malliavin Calculus and Related Topics - Nualart, David
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Nualart, David:
The Malliavin Calculus and Related Topics - edition reliée, livre de poche

2006, ISBN: 9783540283287

[ED: Hardcover], [PU: Springer, Berlin], The Malliavin calculus (or stochastic 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 stochastic 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 stochastic 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 stochastic calculus, studying anticipating stochastic differential equations and the Markov of solutions to stochastic 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 stochastic calculus with respect to the fractional Brownian motion. 2nd ed. 2006. xiv, 382 S. XIV, 382 p. Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot

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The Malliavin Calculus and Related Topics - Nualart, David / Nualart, D.
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Nualart, David / Nualart, D.:
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ISBN: 9783540283287

ID: 7951685

The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to HArmander's "sum of squares" theorem, but it has found a wide range of applications in stochastic 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 HArmander's theorem. The regularity of the law of stochastic 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 stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic 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 stochastic calculus with respect to the fractional Brownian motion. The Malliavin Calculus and Related Topics Nualart, David / Nualart, D., Springer

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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., [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 - edition reliée, livre de poche

2005, ISBN: 9783540283287

ID: 6954898

[ED: 2], 2nd ed. 2006, Hardcover, Buch, [PU: Springer Berlin]

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Détails sur le livre
The Malliavin Calculus and Related Topics
Auteur:

Nualart, David

Titre:

The Malliavin Calculus and Related Topics

ISBN:

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 10.06.2017 22:44:15
ISBN/EAN: 9783540283287

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


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