text.skipToContent text.skipToNavigation
background-image

The Malliavin Calculus and Related Topics von Nualart, David (eBook)

  • Erscheinungsdatum: 27.02.2006
  • Verlag: Springer-Verlag
eBook (PDF)
83,29 €
inkl. gesetzl. MwSt.
Sofort per Download lieferbar

Online verfügbar

The Malliavin Calculus and Related Topics

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.

Produktinformationen

    Format: PDF
    Kopierschutz: AdobeDRM
    Seitenzahl: 382
    Erscheinungsdatum: 27.02.2006
    Sprache: Englisch
    ISBN: 9783540283294
    Verlag: Springer-Verlag
    Größe: 4039 kBytes
Weiterlesen weniger lesen

Kundenbewertungen