Denis R Bell

The Malliavin Calculus

• Broschiertes Buch

Produktbeschreibung

This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.

Produktdetails

• Verlag: Dover Publications
• Seitenzahl: 130
• Erscheinungstermin: 7. April 2006
• Englisch
• Abmessung: 216mm x 140mm x 7mm
• Gewicht: 141g
• ISBN-13: 9780486449944
• ISBN-10: 0486449947
• Artikelnr.: 21773317

Inhaltsangabe

Preface Introduction 1. Background material 2. The functional analytic
approach 3. The variational approach 4. An elementary derivation of
Malliavin's inequalities 5. A discussion of the different forms of the
theory 6. Non-degeneracy of the covariance matrix under Hörmander's
condition 7. Some further applications of the Malliavin calculus References
Index