169,79 €
The Malliavin Calculus and Related Topics
The Malliavin Calculus and Related Topics
  • Išparduota
The Malliavin Calculus and Related Topics
The Malliavin Calculus and Related Topics
El. knyga:
169,79 €
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to H rmander'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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
  • Leidėjas:
  • Metai: 2006
  • Puslapiai: 389
  • ISBN: 9783540283294
  • ISBN-10: 3540283293
  • ISBN-13: 9783540283294
  • Formatas: PDF
  • Kalba: Anglų

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169,79 € El. knyga

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The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to H rmander'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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

169,79 €
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  • Autorius: David Nualart
  • Leidėjas:
  • Metai: 2006
  • Puslapiai: 389
  • ISBN: 9783540283294
  • ISBN-10: 3540283293
  • ISBN-13: 9783540283294
  • Formatas: PDF
  • Kalba: Anglų

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to H rmander'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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

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