The Malliavin Calculus and Related Topics - Probability and Its Applications - David Nualart - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642066511 - November 30, 2010
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David Nualart
The Malliavin Calculus and Related Topics - Probability and Its Applications 2nd Ed. Softcover of Orig. Ed. 2006 edition

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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. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

400 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 30, 2010
ISBN13 9783642066511
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 400
Dimensions 156 × 234 × 20 mm   ·   557 g
Language English  

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