Il libro è attualmente esaurito
Maggiori informazioni sul libro
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.
Acquisto del libro
The Malliavin calculus and related topics, David Nualart
- Lingua
- Pubblicato
- 2006
- product-detail.submit-box.info.binding
- (Copertina rigida)
Ti avviseremo via email non appena lo rintracceremo.
Metodi di pagamento
Qui potrebbe esserci la tua recensione.
- Lingua
- Inglese
- Autori
- David Nualart
- Editore
- Springer
- Pubblicato
- 2006
- Formato
- Copertina rigida
- Pagine
- 382
- ISBN10
- 3540283285
- ISBN13
- 9783540283287
- Serie
- Valutazione
- 4 su 5
- Descrizione
- 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.