The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to prove a probabilistic proof to Hrmander's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on ...
Read More
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to prove a probabilistic proof to Hrmander's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hrmander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions.
Read Less
Add this copy of The Malliavin Calculus and Related Topics, 2nd edition to cart. $49.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from South Pasadena, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
12045184181
Shipping Options:
Standard Shipping: $4.99
Trackable Expedited: $9.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New in new dust jacket. Trade paperback (US). 400 p. Probability and Its Applications. Audience: Professional and scholarly. Brand New Papercover International 2nd edition textbook (Textbook only). The English content is identical to the American edition. Its ISBN, cover picture, and cover binding may be different. The book printed in black/white, and the book cover which has dual languages design maybe contains restricted sales disclaimer. Expected speedy worldwide shipment with full tracking information delivery in 3-5 business days.
Add this copy of The Malliavin Calculus and Related Topics, 2nd edition to cart. $49.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from South Pasadena, CA, UNITED STATES, published 2006 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New in new dust jacket. Sewn binding. Cloth over boards. 382 p. Contains: Illustrations, black & white. Probability and Its Applications. Audience: General/trade. Please double check the textbook description: Express shipping takes 3-5 days with free tracking number! Brand New Paperback International edition textbook, 2nd edition. Different ISBN number and book cover design. The content is exactly same as original US edition. The book printed in Black/White, the book cover may contain the foreign words and the restriction sale disclaimer.
Add this copy of The Malliavin Calculus and Related Topics, 2nd to cart. $49.97, new condition, Sold by Aideo Textbook rated 5.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
12045219584
Shipping Options:
Standard Shipping: $4.99
Trackable Expedited: $9.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New in new dust jacket. Trade paperback (US). 400 p. Probability and Its Applications. Audience: Professional and scholarly. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of The Malliavin Calculus and Related Topics, 2nd to cart. $49.97, new condition, Sold by Aideo Textbook rated 5.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2006 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New in new dust jacket. Sewn binding. Cloth over boards. 382 p. Contains: Illustrations, black & white. Probability and Its Applications. Audience: General/trade. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of The Malliavin Calculus and Related Topics to cart. $102.08, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:
Softcover reprint of hardcover 2nd edition 2006
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
17988112879
Shipping Options:
Standard Shipping: $4.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Probability and Its Applications . XIV, 382 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of The Malliavin Calculus and Related Topics to cart. $112.72, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of The Malliavin Calculus and Related Topics to cart. $115.21, new condition, Sold by booksXpress, ships from Bayonne, NJ, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
