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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Viens, Frederi (Editor), Feng, Jin (Editor), Hu, Yaozhong (Editor), Nualart , Eulalia (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US : Imprint: Springer, 2013.
• Series: Springer Proceedings in Mathematics & Statistics, 34
• Subjects: 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...