Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Viens, Frederi (Επιμελητής έκδοσης), Feng, Jin (Επιμελητής έκδοσης), Hu, Yaozhong (Επιμελητής έκδοσης), Nualart , Eulalia (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US : Imprint: Springer, 2013.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 34
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Applications of Mathematics.

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 N...