Springer Proceedings in Mathematics & Statistics

Malliavin Calculus and Stochastic Analysis

A Festschrift in Honor of David Nualart

Editors: Viens, F., Feng, J., Hu, Y., Nualart , E. (Eds.)

  • Its scope spans most uses of the Malliavin calculus
  •  Gathers most of the major players in Malliavin calculus and stochastic analysis worldwide
  • Honors Professor David Nualart, who is considered by many as the world leader in propagating the Malliavin calculus
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  • ISBN 978-1-4614-5906-4
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  • ISBN 978-1-4614-5905-7
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About this book

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

Table of contents (25 chapters)

  • An Application of Gaussian Measures to Functional Analysis

    Stroock, Daniel W.

    Pages 3-8

  • Stochastic Taylor Formulas and Riemannian Geometry

    Pinsky, Mark A.

    Pages 9-23

  • Local Invertibility of Adapted Shifts on Wiener Space and Related Topics

    Lassalle, Rémi (et al.)

    Pages 25-76

  • Dilation Vector Field on Wiener Space

    Airault, Hélène

    Pages 77-94

  • The Calculus of Differentials for the Weak Stratonovich Integral

    Swanson, Jason

    Pages 95-111

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4614-5906-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.00
price for USA
  • ISBN 978-1-4614-5905-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Malliavin Calculus and Stochastic Analysis
Book Subtitle
A Festschrift in Honor of David Nualart
Editors
  • Frederi Viens
  • Jin Feng
  • Yaozhong Hu
  • Eulalia Nualart 
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
34
Copyright
2013
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-5906-4
DOI
10.1007/978-1-4614-5906-4
Hardcover ISBN
978-1-4614-5905-7
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XI, 583
Number of Illustrations and Tables
13 b/w illustrations
Topics