The Malliavin Calculus and Related Topics
David Nualart
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2005
172,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783540283287
- ISBN-10
- 3540283285
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2005
- Publication date
- 2005-12-20
- Pages
- 382
- Dimensions
- 243x163x33
- Weight
- 748