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Malliavin Calculus with Applications to Stochastic Partial Differential Equations
Language: en
Pages: 172
Authors: Marta Sanz-Sole
Categories: Mathematics
Type: BOOK - Published: 2005-08-17 - Publisher: CRC Press

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Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of
Malliavin Calculus
Language: en
Pages: 184
Authors: Marta Sanz Solé
Categories: Mathematics
Type: BOOK - Published: 2005-01-01 - Publisher: EPFL Press

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Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of
The Malliavin Calculus and Related Topics
Language: en
Pages: 273
Authors: David Nualart
Categories: Mathematics
Type: BOOK - Published: 2013-12-11 - Publisher: Springer Science & Business Media

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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

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This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
Malliavin Calculus for Lévy Processes with Applications to Finance
Language: en
Pages: 421
Authors: Giulia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th