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The Malliavin Calculus and Related Topics - Probability and Its Applications David Nualart 2nd ed. 2006 edition
The Malliavin Calculus and Related Topics - Probability and Its Applications
David Nualart
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hormander'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.
404 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 20, 2005 |
| ISBN13 | 9783540283287 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 382 |
| Dimensions | 163 × 243 × 33 mm · 748 g |
| Language | English |