The Malliavin Calculus and Related Topics (Probability and Its Applications)
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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.
Best prices to buy, sell, or rent ISBN 9783540283287
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- The Malliavin Calculus and Related Topics (Probability and Its Applications)Nualart, DavidEdition:Softcover reprint of hardcover 2nd ed. 2006ISBN-13:9783642066511
- The Malliavin Calculus and Related Topics (Probability and Its Applications)David NualartEdition:1ISBN-13:9780387944326
- The Malliavin Calculus and Related Topics (Probability and Its Applications)Nualart, DavidEdition:Softcover reprint of hardcover 2nd ed. 2006ISBN-13:9783642066511
- The Malliavin Calculus and Related Topics (Probability and Its Applications)David NualartEdition:1ISBN-13:9780387944326
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