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From the reviews of the second edition:
"Nualart’s book serves both pedagogic and research needs. On the one hand, it is written to teach the subject. ... On the other hand, the applications in the book are sufficiently broad and in depth that the reader who masters them should be prepared for research. ... Furthermore, the unified approach and the careful statement of technical results in the development of the applications make the text a handy reference for researchers. ... The bibliography is extensive and has been updated." (Daniel Ocone, Mathematical Reviews, Issue 2006 j)
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander'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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
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- EditorialSpringer
- Año de publicación2005
- ISBN 10 3540283285
- ISBN 13 9783540283287
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The Malliavin Calculus and Related Topics, 2nd
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Descripción Trade paperback. Condición: New in new dust jacket. 2nd 2006 ed. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Cloth over boards. 382 p. Contains: Illustrations, black & white. Probability and Its Applications. Audience: General/trade. Nº de ref. del artículo: K6460000590
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Malliavin Calculus And Related Topics
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The Malliavin Calculus and Related Topics (Probability and Its Applications) by Nualart, David [Hardcover ]
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The Malliavin Calculus and Related Topics
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Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783540283287_lsuk
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Malliavin Calculus And Related Topics
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The Malliavin Calculus and Related Topics (Probability and Its Applications)
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Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020164635
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The Malliavin Calculus and Related Topics
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Descripción Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Can be used as a basis of a lecture course on Malliavin Calculus, because the exposition, being self-contained, is quite accessible Contains a great number of exercisesA survey of the applications of Malliavin Calculus to the stochastic cal. Nº de ref. del artículo: 4887004
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The Malliavin Calculus and Related Topics
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Springer Berlin Heidelberg Dez 2005
(2005)
ISBN 10: 3540283285
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Descripción Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There have been ten years since the publication of the rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented. 400 pp. Englisch. Nº de ref. del artículo: 9783540283287
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The Malliavin Calculus and Related Topics
Publicado por
Springer Berlin Heidelberg
(2005)
ISBN 10: 3540283285
ISBN 13: 9783540283287
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Descripción Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - There have been ten years since the publication of the rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented. Nº de ref. del artículo: 9783540283287
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The Malliavin Calculus and Related Topics (Probability and Its Applications)
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(2005)
ISBN 10: 3540283285
ISBN 13: 9783540283287
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Descripción Condición: New. Nº de ref. del artículo: I-9783540283287
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