The Malliavin Calculus and Related Topics PDF ePub eBook

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The Malliavin Calculus and Related Topics free pdf The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hormander'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.

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Details Book

Author : David Nualart
Publisher : Springer-Verlag Berlin and Heidelberg GmbH
Data Published : 25 November 2010
ISBN : 3642066518
EAN : 9783642066511
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 400 pages
Age + : 15 years
Language : English
Rating :

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