The Malliavin Calculus and Related Topics (Probability and Its Applications)

4 valoración promedio
( 1 valoraciones por Goodreads )
 
9780387944326: The Malliavin Calculus and Related Topics (Probability and Its Applications)

The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to prove a probabilistic proof to Hörmander's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hörmander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions.

"Sinopsis" puede pertenecer a otra edición de este libro.

Review:

"This is a carefully written book by an expert in the field, and it will be my first point of reference from now on." - Bulletin of the London Mathematical Society

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: GRATIS
A Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

David Nualart
Editorial: Springer (1995)
ISBN 10: 038794432X ISBN 13: 9780387944326
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Springer, 1995. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M038794432X

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 114,10
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío