| 書目名稱 | The Malliavin Calculus and Related Topics |
| 編輯 | David Nualart |
| 視頻video | http://file.papertrans.cn/914/913522/913522.mp4 |
| 概述 | Can be used as a basis of a lecture course on Malliavin Calculus, because the exposition, being self-contained, is quite accessible.Contains a great number of exercises.A survey of the applications of |
| 叢書名稱 | Probability and Its Applications |
| 圖書封面 |  |
| 描述 | There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe’s work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenera |
| 出版日期 | Book 2006Latest edition |
| 關鍵詞 | Anticipating stochastic calculus; Brownian motion; Gaussian processes; Girsanov theorem; Malliavin Calcu |
| 版次 | 2 |
| doi | https://doi.org/10.1007/3-540-28329-3 |
| isbn_softcover | 978-3-642-06651-1 |
| isbn_ebook | 978-3-540-28329-4Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手機版|小黑屋|
派博傳思國際
( 京公網(wǎng)安備110108008328)
GMT+8, 2026-1-19 02:39
發(fā)表于 2025-3-21 18:32:28
