The Malliavin Calculus and Related Topics (Probability and Its Applications)

New
Hardcover
2005
$173.76

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of applications in stochastic analysis.

Synopsis

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of applications in stochastic analysis.

$173.76

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20+ in stock

More Information

Format: Hardcover
Pages: 404
Edition: and
Publisher: Springer
Published: 20 Dec 2005
ISBN 10: 3540283285
ISBN 13: 9783540283287

The Malliavin Calculus and Related Topics (Probability and Its Applications)

New

$173.76

Synopsis

$173.76

More Information