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The Malliavin Calculus and Related Topics (Probability and its Applications)
The Malliavin Calculus and Related Topics - Probability and its Applications
Author: David Nualart
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's "sum of squares" theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features ...  more »
ISBN-13: 9783540283287
ISBN-10: 3540283285
Publication Date: 2/10/2006
Pages: 382
Edition: 2
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 0
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