Books pubblicati nella collana Paperback 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...
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...