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The Malliavin Calculus and Related Topics (Probability and Its Applications)
David Nualart
€ 202.01
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Description for The Malliavin Calculus and Related Topics (Probability and Its Applications)
Hardcover. 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. Series: Probability and Its Applications. Num Pages: 404 pages, biography. BIC Classification: PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 163 x 33. Weight in Grams: 730.
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander'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.
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander'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.
Product Details
Publisher
Springer
Format
Hardback
Publication date
2006
Series
Probability and its Applications
Condition
New
Weight
747g
Number of Pages
382
Place of Publication
Berlin, Germany
ISBN
9783540283287
SKU
V9783540283287
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for The Malliavin Calculus and Related Topics (Probability and Its Applications)
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 ... Read more