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The Malliavin Calculus and Related Topics - Probability and Its Applications David Nualart 2nd ed. 2006 edition
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The Malliavin Calculus and Related Topics - Probability and Its Applications
David Nualart
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hormander'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.
404 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2005. gada 20. decembris |
| ISBN13 | 9783540283287 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 382 |
| Izmēri | 163 × 243 × 33 mm · 748 g |
| Valoda | Angļu |
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