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Item Details
| Title:
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THE MALLIAVIN CALCULUS AND RELATED TOPICS
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| By: |
David Nualart |
| Format: |
Paperback |
| List price:
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£72.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642066518 |
| ISBN 13: |
9783642066511 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
25 November, 2010 |
| Edition: |
Softcover reprint of hardcover 2nd ed. 2006 |
| Series: |
Probability and Its Applications |
| Pages: |
382 |
| Description: |
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. |
| Synopsis: |
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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion. |
| Illustrations: |
XIV, 382 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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