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 ...
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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.
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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 San Gabriel, 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
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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 San Gabriel, CA, UNITED STATES, published 2006 by Springer.
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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 4.0 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 4.0 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. $51.87, very good condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 1995 by Springer.
