Malliavin Calculus Books
Books con argomento Malliavin Calculus
Malliavin Calculus and Its Applications
edizioni Amer Mathematical Society collana (Paperback), 2009
Paul Malliavin developed the stochastic calculus of variations that bears his name in 1976 primarily to establish the regularity of the probability distribution of functionals of an underlying Gaussian process. Since then it has proven to be a powerful tool for a variety of problems in stochastic analysis. Nualart...
The Malliavin Calculus And Related Topics
edizioni Springer Verlag collana Springer Verlag (Hardcover), 2006
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....
An Introduction to Analysis on Wiener Space
Ustunel Ali Suleyman
edizioni Springer Verlag collana Springer Verlag (Paperback), 1995
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with...
Stochastic Calculus of Variations
edizioni De Gruyter collana De Gruyter (Hardcover), 2016
Malliavin Calculus With Applications to Stochastic Partial Differential Equations
edizioni Taylor & Francis collana (Hardcover), 2005
Malliavin calculus is a stochastic calculus of variations on the Weiner space that is currently influencing research developments in probability and infinite-dimensional analysis, and is to be found in the study of probabilistic methods of mathematical models in finance. Sanz-Solé (mathematics, U. of Barcelona) covers...