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Language: en
Pages: 273
Pages: 273
Type: BOOK - Published: 2013-12-11 - Publisher: Springer Science & Business Media
The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
Language: en
Pages: 286
Pages: 286
Type: BOOK - Published: 2014-07-01 - Publisher: Springer
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c
Language: en
Pages: 249
Pages: 249
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Language: en
Pages: 99
Pages: 99
Type: BOOK - Published: 2009 - Publisher: American Mathematical Soc.
The Malliavin calculus was developed to provide a probabilistic proof of Hormander's hypoellipticity theorem. The theory has expanded to encompass other signifi
