The Malliavin calculus and related topics
There have been ten years since the publication of the first edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two a...
Tallennettuna:
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
| Julkaistu: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Painos: | 2nd edition. |
| Sarja: | Probability and its applications
|
| Aiheet: | |
| Linkit: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Huomautus: |
Description d'après consultation du 28 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The Malliavin Calculus and Related Topics, Texte imprimé, 9783540814320 • The Malliavin calculus and related topics, David Nualart, 2nd edition, 2006, Berlin, Springer, 1 vol. (XIV-382 pages), Probability and its applications, 3-540-28328-5 • The Malliavin Calculus and Related Topics, Texte imprimé, 9783540283287 |
Sisällysluettelo:
- Analysis on the Wiener space Regularity of probability laws Anticipating stochastic calculus Transformations of the Wiener measure Fractional Brownian motion Malliavin Calculus in finance Malliavin Calculus in finance