Nualart David Books
Books di Nualart David con argomento Malliavin Calculus
The Malliavin Calculus And Related Topics
edizioni Springer Verlag collana Springer Verlag (Hardcover)
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....
Malliavin Calculus and Its Applications
edizioni Amer Mathematical Society collana (Paperback)
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...