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Paperback Books

Books pubblicati nella collana Paperback con argomento Malliavin Calculus

Malliavin Calculus and Its Applications

Malliavin Calculus and Its Applications

Nualart David 
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...

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€ 28,30
An Introduction to Analysis on Wiener Space

An Introduction to Analysis on Wiener Space

Ustunel Ali Suleyman 
edizioni Springer Verlag collana Springer Verlag (Paperback)

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...

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€ 38,70