Malliavin Calculus and Stochastic Analysis by Frederi Viens

Malliavin Calculus and Stochastic Analysis by Frederi Viens

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Summary

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.

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Malliavin Calculus and Stochastic Analysis by Frederi Viens

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.
SKU Unavailable
ISBN 13 9781489996572
ISBN 10 1489996575
Title Malliavin Calculus and Stochastic Analysis
Author Frederi Viens
Series Springer Proceedings In Mathematics And Statistics Ser
Condition Unavailable
Binding Type Paperback
Publisher Springer-Verlag New York Inc.
Year published 2015-03-06
Number of pages 583
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.