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The Malliavin Calculus and Related Topics - Probability and Its Applications David Nualart 2nd Ed. Softcover of Orig. 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 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.
400 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2010. gada 30. novembris |
| ISBN13 | 9783642066511 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 400 |
| Izmēri | 156 × 234 × 20 mm · 557 g |
| Valoda | Angļu |
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