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Books > Science & Mathematics > Mathematics > Probability & statistics

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The Malliavin Calculus and Related Topics (Paperback, Softcover reprint of hardcover 2nd ed. 2006) Loot Price: R3,231

Discovery Miles 32 310

Repayment Terms: R303 pm x 12*

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The Malliavin Calculus and Related Topics (Paperback, Softcover reprint of hardcover 2nd ed. 2006): David Nualart

The Malliavin Calculus and Related Topics (Paperback, Softcover reprint of hardcover 2nd ed. 2006)

David Nualart

Series: Probability and Its Applications

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Loot Price R3,231 Discovery Miles 32 310 | Repayment Terms: R303 pm x 12*

Expected to ship within 10 - 15 working days

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The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to H rmander'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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Probability and Its Applications
Release date:	November 2010
First published:	2006
Authors:	David Nualart
Dimensions:	235 x 155 x 20mm (L x W x T)
Format:	Paperback
Pages:	382
Edition:	Softcover reprint of hardcover 2nd ed. 2006
ISBN-13:	978-3-642-06651-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	3-642-06651-8
Barcode:	9783642066511