Probability and Its Applications

The Malliavin Calculus and Related Topics

Authors: Nualart, David

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4757-2437-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
About this book

The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published in Spanish in [176]. Later these notes were completed and improved in two courses on Malliavin cal­ culus given at the University of California at Irvine in 1986 and at Ecole Polytechnique Federale de Lausanne in 1989. The contents of these courses correspond to the material presented in Chapters 1 and 2 of this book. Chapter 3 deals with the anticipating stochastic calculus and it was de­ veloped from our collaboration with Moshe Zakai and Etienne Pardoux. The series of lectures given at the Eighth Chilean Winter School in Prob­ ability and Statistics, at Santiago de Chile, in July 1989, allowed us to write a pedagogical approach to the anticipating calculus which is the basis of Chapter 3. Chapter 4 deals with the nonlinear transformations of the Wiener measure and their applications to the study of the Markov property for solutions to stochastic differential equations with boundary conditions.

Table of contents (5 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4757-2437-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
The Malliavin Calculus and Related Topics
Authors
Series Title
Probability and Its Applications
Copyright
1995
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-2437-0
DOI
10.1007/978-1-4757-2437-0
Series ISSN
1431-7028
Edition Number
1
Number of Pages
XI, 266
Topics