Springer Verlag Books
Books editi da Springer Verlag con argomento Malliavin Calculus
The Malliavin Calculus And Related Topics
edizioni Springer Verlag collana Springer Verlag (Hardcover), 2006
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....
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...