Introduction to Stochastic Analysis and Malliavin Calculus: 13 (Publications of the Scuola Normale Superiore, 13) - Softcover
Synopsis
This book introduces differential stochastic equations and Malliavin calculus. The revised and expanded third edition offers corrections and improvements and a new section covering the differentiability of the Feynman-Kac semigroup.
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Edizioni Della Normale Apr 2014, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made. 300 pp. Englisch. Seller Inventory # 9788876424977
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Scuola Normale Superiore, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
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Condition: New. pp. xvii + 279. Seller Inventory # 26127066454
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Introduction to Stochastic Analysis and Malliavin Calculus
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Paperback. Condition: Brand New. 3rd edition. 279 pages. 9.25x6.00x1.00 inches. In Stock. Seller Inventory # zk8876424970
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Scuola Normale Superiore, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Based on several years teaching experienceRevised edition of two previous publicationsIncludes several applicationsThis volume presents an introductory course on differential stochastic equations and Malliavin calculus. The mate. Seller Inventory # 385949392
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Edizioni Della Normale Apr 2014, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made.Müller - lila Logistik, Am Buchberg 8, 74572 Blaufelden 300 pp. Englisch. Seller Inventory # 9788876424977
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Edizioni Della Normale, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made. Seller Inventory # 9788876424977
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Introduction to Stochastic Analysis and Malliavin Calculus
Published by
Edizioni della Normale, 2014
ISBN 10: 8876424970
ISBN 13: 9788876424977
New
Taschenbuch
Seller: preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Introduction to Stochastic Analysis and Malliavin Calculus | Giuseppe Da Prato | Taschenbuch | Publications of the Scuola Normale Superiore | xvii | Englisch | 2014 | Edizioni della Normale | EAN 9788876424977 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 105413072