Download e-book for iPad: The Malliavin Calculus and Related Topics (Probability and by David Nualart

By David Nualart

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian house, built to supply a probabilistic facts to Hörmander's sum of squares theorem yet has came across a number of purposes in stochastic research. This booklet offers the positive factors of Malliavin calculus and discusses its major purposes. This moment variation comprises fresh purposes in finance and a bankruptcy dedicated to the stochastic calculus with recognize to the fractional Brownian motion.

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The Malliavin Calculus and Related Topics (Probability and Its Applications) by David Nualart

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