Editors:
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 34)
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Table of contents (25 papers)
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Front Matter
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Malliavin Calculus and Wiener Space Theory
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Front Matter
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Stochastic Differential Equations
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Front Matter
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Stochastic Partial Differential Equations
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Front Matter
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Fractional Brownian Models
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Front Matter
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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.
Editors and Affiliations
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, Department of Statistics, Purdue University, West Lafayette, USA
Frederi Viens
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, Department of Mathematics, University of Kansas, Lawrence, USA
Jin Feng
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Dept. Mathematics, University of Kansas, Lawrence, USA
Yaozhong Hu
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, Department of Economics and Business, University Pompeu Fabra, Barcelona, Spain
Eulalia Nualart
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
DOI: https://doi.org/10.1007/978-1-4614-5906-4
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media New York 2013
Hardcover ISBN: 978-1-4614-5905-7Published: 16 February 2013
Softcover ISBN: 978-1-4899-9657-2Published: 06 March 2015
eBook ISBN: 978-1-4614-5906-4Published: 15 February 2013
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XI, 583
Number of Illustrations: 13 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Quantitative Finance, Applications of Mathematics