Nualart David Books
Books di Nualart David editi da Springer Verlag
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....