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The Malliavin Calculus and Related Topics (Probability and its Applications)
The Malliavin Calculus and Related Topics - Probability and its Applications
Author: David Nualart
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to prove a probabilistic proof to Hörmander's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This mo...  more »
ISBN-13: 9780387944326
ISBN-10: 038794432X
Publication Date: 5/9/1995
Pages: 266
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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