Verwandte Artikel zu The Malliavin Calculus (Dover Books on Mathematics)

The Malliavin Calculus (Dover Books on Mathematics) - Softcover

Buch 157 von 303: Dover Books on Mathematics

Bell, Denis R.

 
9780486449944: The Malliavin Calculus (Dover Books on Mathematics)
Softcover
ISBN 10: 0486449947 ISBN 13: 9780486449944
Verlag: Dover Publications Inc., 2006

Inhaltsangabe

This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications.
The first chapter covers enough technical background to make the subsequent material accessible to readers without specialized knowledge of stochastic analysis. Succeeding chapters examine the functional analytic and variational approaches (with extensive explorations of the work of Stroock and Bismut); and elementary derivation of Malliavin's inequalities and a discussion of the different forms of the theory; and the non-degeneracy of the covariance matrix under Hormander's condition. The text concludes with a brief survey of applications of the Malliavin calculus to problems other than Hormander's.

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Verlag
Dover Publications Inc.
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
0486449947
ISBN 13 
9780486449944
Einband
Taschenbuch
Anzahl der Seiten
128
Kontakt zum Hersteller
Nicht verfügbar
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