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The Malliavin Calculus and Related Topics
part of the Probability and Its Applications series
- Language:
- English
- ISBN:
- 9783540283287
- Binding:
- Hardback
- Pages:
- 382
- Published:
- December 20, 2005
- Edition:
- 22006
- Dimensions:
- 163x243x33 mm.
- Weight:
- 748 g.
Delivery:
2-3 weeks
Expected delivery: October 24, 2024
Description of The Malliavin Calculus and Related Topics
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of applications in stochastic analysis.
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