Malliavin Calculus and Stochastic Analysis
Language: English
Published by Springer, 2013
Series: Book 35 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
- New
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Condition: New
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- Title
- Malliavin Calculus and Stochastic Analysis
- Publisher
- Springer
- Publication year
- 2013
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1461459052
- ISBN 13
- 9781461459057
- Series
- Book 35 of 464: Springer Proceedings in Mathematics & Statistics
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.
"Synopsis" may belong to another edition of this title.
From the Back Cover
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.
"About the title" may belong to another edition of this title.
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