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The Malliavin Calculus and Related Topics

The Malliavin Calculus and Related Topics

David Nualart

193,51 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2005
Materia
Probabilidad y estadística
ISBN:
9783540283287
193,51 €
IVA incluido
Disponible

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Sobre IBD

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.

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  • The Malliavin Calculus and Related Topics
    David Nualart
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