Das Buch ist derzeit nicht auf Lager
Mehr zum Buch
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.
Buchkauf
The Malliavin calculus and related topics, David Nualart
- Sprache
- Erscheinungsdatum
- 2006
- product-detail.submit-box.info.binding
- (Hardcover)
Wir benachrichtigen dich per E-Mail.
Hier könnte deine Bewertung stehen.
- Sprache
- Englisch
- Autor*innen
- David Nualart
- Verlag
- Springer
- Erscheinungsdatum
- 2006
- Einband
- Hardcover
- Seitenzahl
- 382
- ISBN10
- 3540283285
- ISBN13
- 9783540283287
- Reihe
- Schlagwörter
- Sachbücher, Wissenschaft & Mathematik, Mathematik
- Bewertung
- 4 von 5 Sternen
- Beschreibung
- 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.