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The Malliavin Calculus and Related Topics

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The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of applications in stochastic analysis.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540283287
  • Indbinding:
  • Hardback
  • Sideantal:
  • 382
  • Udgivet:
  • 20. December 2005
  • Udgave:
  • 22006
  • Størrelse:
  • 163x243x33 mm.
  • Vægt:
  • 748 g.
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Leveringstid: 2-3 uger
Forventet levering: 23. Oktober 2024

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The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of applications in stochastic analysis.

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