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The Malliavin calculus and related topics
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's sum of squares theorem, but it has found a wide range of applications in stochastic an...
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| Auteur principal : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | The Malliavin calculus and related topics / David Nualart |
| Édition : | 2nd edition |
| Publié : |
Berlin, Heidelberg, New-York :
Springer
, cop. 2006 |
| Description matérielle : | 1 vol. (XIV-382 p.) |
| Collection : | Probability and its applications (New York) |
| Sujets : | |
| Documents associés : | Autre format:
The Malliavin calculus and related topics |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | 60C290 | Prêt sans prolongation | Disponible |