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The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

The Malliavin Calculus and Related Topics (Probability and its Applications)
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简体网页||繁体网页
David Nualart 作者
Springer
译者
2006-02-10 出版日期
382 页数
USD 89.95 价格
Hardcover
Probability and its Applications- A Series of the Applied Probability Trust 丛书系列
9783540283287 图书编码

The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 图书标签: 数学  随机  Malliavin  随机过程  概率  Mathematics  Malliavin-Calculus  Finance   

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发表于2024-11-05

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The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 用户评价

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小nualart这本难了些，但内容非常全面

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看上去简单, 实际上精深的一门功夫呵

评分☆☆☆☆☆

小nualart这本难了些，但内容非常全面

The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 著者简介

The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 图书目录

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The Malliavin Calculus and Related Topics (Probability and its Applications) 在线电子书 图书描述

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 analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hörmander's theorem. The regularity of the law of stochastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic differential equations with boundary conditions. The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

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