The Malliavin Calculus (Dover Books on Mathematics) - Softcover

Bell, Denis R.

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.

Details zur Ausgabe

• 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
• Verantwortliche Person: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italien