The Malliavin Calculus and Related Topics
| Autor: | David Nualart |
|---|---|
| EAN: | 9783540283294 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 27.02.2006 |
| Kategorie: | |
| Schlagworte: | Anticipating stochastic calculus Brownian motion Gaussian processes Girsanov theorem Malliavin Calculus Markov processes Markov property Skorohod integral Stochastic differential equations Stochastic partial differential equations fractiona |
106,99 €*
Versandkostenfrei
Die Verfügbarkeit wird nach ihrer Bestellung bei uns geprüft.
Bücher sind in der Regel innerhalb von 1-2 Werktagen abholbereit.
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.
Verwandte Artikel
Weitere Produkte vom selben Autor