ricerca
avanzata

The Malliavin Calculus And Related Topics - 9783540283287

Un libro in lingua di David Nualart edito da Springer Verlag, 2006

  • € 129.30
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

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.

Informazioni bibliografiche