LIBROS DEL AUTOR: david nualart

7 resultados para LIBROS DEL AUTOR: david nualart

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  • Introduction to Malliavin Calculus
    David Nualart / Eulalia Nualart
    ...
    Disponible

    179,49 €

  • Introduction to Malliavin Calculus
    David Nualart / Eulalia Nualart
    ...
    Disponible

    60,35 €

  • Malliavin Calculus at Saint-Flour
    Daniel W. Stroock / David Nualart / Nobuyuki Ikeda
    Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ​ ...
    Disponible

    59,78 €

  • STOCH ANAL, STOCH SYST, & APPL TO FINAN
    DAVID NUALART & GEORGE YIN ALLANUS TSOI / TSOI ALLANUS
    ...
    Disponible

    103,24 €

  • The Malliavin Calculus and Related Topics
    David Nualart
    Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance. ...
    Disponible

    145,69 €

  • The Malliavin Calculus and Related Topics
    David Nualart
    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 includ...
    Disponible

    193,51 €

  • Lectures on Probability Theory and Statistics
    David Nualart / Martin T. Barlow
    This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain. ...
    Disponible

    66,47 €