Nualart David Books
Books di Nualart David pubblicati nella collana Paperback
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...
A Minicourse on Stochastic Partial Differential Equations
Dalang Robert (EDT)
Khoshnevisan Davar (EDT)
Mueller Carl (EDT)
Nualart David (EDT)
Xiao Yimin (EDT)
edizioni Springer Verlag collana Springer Verlag (Paperback)
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface...
Malliavin Calculus at Saint-flour
Stroock Daniel W.
edizioni Textstream collana Textstream (Paperback) , 2012
Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ?