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The Malliavin Calculus And Related Topics

by David Nualart
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, December of 2005 ‧
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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.

The Malliavin Calculus And Related Topics

by David Nualart

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