Malliavin Calculus and Its Applications |
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| Author:
| Nualart, David |
| Series title: | CBMS Regional Conference Ser. in Mathematics Ser. |
| ISBN: | 978-0-8218-4779-4 |
| Publication Date: | Apr 2009 |
| Publisher: | American Mathematical Society
|
| Book Format: | Paperback |
| List Price: | USD $31.00 |
Book Description:
|
Covers the basic results of the Malliavin calculus. This book establishes the existence and smoothness results that then lead to the proof of Hormander's hypoellipticity theorem. It discusses the developments for Brownian motion, central limit theorems, and mathematical finance.
Covers the basic results of the Malliavin calculus. This book establishes the existence and smoothness results that then lead to the proof of Hormander's hypoellipticity theorem. It discusses the developments for Brownian motion, central limit theorems, and mathematical finance.