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Malliavin Calculus and Related Topics

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In Stock (338)

£ 143.99

Description

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hormander'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.

Book Details
EAN:
9783540283287
Binding:
Hardback
Dimensions(mm):
243 x 163 x 33
Publication Date:
2005-12-20
Publication Country:
Germany