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The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

The Malliavin Calculus and Related Topics (Probability and its Applications)
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David Nualart 作者
Springer
譯者
2006-02-10 出版日期
382 頁數
USD 89.95 價格
Hardcover
Probability and its Applications- A Series of the Applied Probability Trust 叢書系列
9783540283287 圖書編碼

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 圖書標籤: 數學  隨機  Malliavin  隨機過程  概率  Mathematics  Malliavin-Calculus  Finance   

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The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


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The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 著者簡介

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 著者簡介

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

The Malliavin Calculus and Related Topics (Probability and its Applications) 在線電子書 圖書描述

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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