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The Malliavin Calculus and Related Topics - Probability and Its Applications David Nualart 2nd Ed. Softcover of Orig. Ed. 2006 edition
The Malliavin Calculus and Related Topics - Probability and Its Applications
David Nualart
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.
400 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de noviembre de 2010 |
| ISBN13 | 9783642066511 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 400 |
| Dimensiones | 156 × 234 × 20 mm · 557 g |
| Lengua | Inglés |