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The Malliavin Calculus and Related Topics

About 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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  • Language:
  • English
  • ISBN:
  • 9783540283287
  • Binding:
  • Hardback
  • Pages:
  • 382
  • Published:
  • December 19, 2005
  • Edition:
  • 22006
  • Dimensions:
  • 163x243x33 mm.
  • Weight:
  • 748 g.
Delivery: 2-3 weeks
Expected delivery: January 12, 2025
Extended return policy to January 30, 2025
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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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