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Malliavin Calculus at Saint-Flour

  • Book
  • © 2012

Overview

Authors:
  1. Nobuyuki Ikeda

    1. Sanda, Japan

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  2. David Nualart

    1. University of Kansas Department of Mathematics, Lawrence, USA

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  3. Daniel W. Stroock

    1. Massachusetts Institute of Technology Department of Mathematics, Cambridge, USA

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Part of the book series: Probability at Saint-Flour (FLOUR)

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About this book

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ​

Authors and Affiliations

  • Sanda, Japan

    Nobuyuki Ikeda

  • University of Kansas Department of Mathematics, Lawrence, USA

    David Nualart

  • Massachusetts Institute of Technology Department of Mathematics, Cambridge, USA

    Daniel W. Stroock

Bibliographic Information

  • Book Title: Malliavin Calculus at Saint-Flour

  • Authors: Nobuyuki Ikeda, David Nualart, Daniel W. Stroock

  • Series Title: Probability at Saint-Flour

  • Publisher: Springer Berlin, Heidelberg

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2012

  • Softcover ISBN: 978-3-642-25931-9Published: 18 January 2012

  • Series ISSN: 2193-648X

  • Series E-ISSN: 2193-6498

  • Edition Number: 1

  • Number of Pages: VI, 354

  • Number of Illustrations: 1 b/w illustrations

  • Additional Information: Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998).

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