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The Malliavin Calculus And Related Topics
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, December of 2005 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783540283287 |
| Publisher: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Release Date: | December of 2005 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 382 |
| Format: | Book |
| Collection: | Probability And Its Applications |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9783540283287 |
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