Items related to The Malliavin Calculus and Related Topics (Probability...
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
"synopsis" may belong to another edition of this title.
Review:
From the reviews of the second edition:
"Nualart’s book serves both pedagogic and research needs. On the one hand, it is written to teach the subject. ... On the other hand, the applications in the book are sufficiently broad and in depth that the reader who masters them should be prepared for research. ... Furthermore, the unified approach and the careful statement of technical results in the development of the applications make the text a handy reference for researchers. ... The bibliography is extensive and has been updated." (Daniel Ocone, Mathematical Reviews, Issue 2006 j)
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2010
- ISBN 10 3642066518
- ISBN 13 9783642066511
- BindingPaperback
- Number of pages396
Buy New
Learn more about this copy
£ 40.52
Shipping:
£ 3.90
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
International Edition
The Malliavin Calculus and Related Topics, 2nd
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Trade paperback
Quantity: > 20
Seller:
Rating
Book Description Trade paperback. Condition: New in new dust jacket. 2nd ed. Softcover of orig. ed. 2006. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 400 p. Probability and Its Applications. Audience: Professional and scholarly. Seller Inventory # K646A0000591
Buy New
£ 40.52
Convert currency
Seller Image
The Malliavin Calculus and Related Topics (Probability and Its Applications) by Nualart, David [Paperback ]
Seller:
Rating
Book Description Soft Cover. Condition: new. Seller Inventory # 9783642066511
Buy New
£ 97.92
Convert currency
Stock Image
The Malliavin Calculus and Related Topics
Published by
Springer
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642066511_lsuk
Buy New
£ 93.96
Convert currency
Stock Image
The Malliavin Calculus and Related Topics (Probability and Its Applications)
Published by
Springer
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Seller Inventory # ABLIING23Mar3113020215742
Buy New
£ 102.59
Convert currency
Stock Image
The Malliavin Calculus and Related Topics (Probability and Its Applications)
Seller:
Rating
Book Description Condition: New. Book is in NEW condition. 1.32. Seller Inventory # 3642066518-2-1
Buy New
£ 105.79
Convert currency
Stock Image
The Malliavin Calculus and Related Topics
Seller:
Rating
Book Description PF. Condition: New. Seller Inventory # 6666-IUK-9783642066511
Buy New
£ 91.53
Convert currency
Seller Image
The Malliavin Calculus and Related Topics
Published by
Springer Berlin Heidelberg Nov 2010
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Taschenbuch
Quantity: 2
Seller:
Rating
Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There have been ten years since the publication of the rst 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 additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented. 400 pp. Englisch. Seller Inventory # 9783642066511
Buy New
£ 103.84
Convert currency
Stock Image
The Malliavin Calculus and Related Topics (Probability and Its Applications)
Seller:
Rating
Book Description Condition: New. New! This book is in the same immaculate condition as when it was published 1.32. Seller Inventory # 353-3642066518-new
Buy New
£ 126.43
Convert currency
Stock Image
The Malliavin Calculus and Related Topics (Probability and Its Applications)
Published by
Springer
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Seller Inventory # I-9783642066511
Buy New
£ 126.48
Convert currency
Seller Image
The Malliavin Calculus and Related Topics
Published by
Springer Berlin Heidelberg
(2010)
ISBN 10: 3642066518
ISBN 13: 9783642066511
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Can be used as a basis of a lecture course on Malliavin Calculus, because the exposition, being self-contained, is quite accessible Contains a great number of exercisesA survey of the applications of Malliavin Calculus to the stochastic cal. Seller Inventory # 5045750
Buy New
£ 86.95
Convert currency