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Science & Math Books > Statistics Books
Hardcover The Malliavin Calculus and Related Topics Book
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ISBN: 3540283285

ISBN13: 9783540283287

The Malliavin Calculus and Related Topics

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Format: Hardcover

Condition: New

$169.99
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Book Overview

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.

Related Subjects

Education Education & Reference Math Mathematics Probability & Statistics Science & Math Stochastic Modeling

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