Nualart David Books
Books di Nualart David pubblicati nella collana Springer Verlag Hardcover
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....