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The Malliavin Calculus And Related Topics
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, dezembro de 2005 ‧
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133,84€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783540283287 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | dezembro de 2005 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 382 |
| Tipo de produto: | Livro |
| Coleção: | Probability And Its Applications |
| Classificação Temática: |
Livros em Inglês
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Ciências Exatas e Naturais
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Matemática
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| EAN: | 9783540283287 |
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