The Malliavin Calculus and Related Topics

by David Nualart

Book Overview

Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.-... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 038794432X
• ISBN13: 9780387944326
• Release Date: January 1995
• Publisher: Springer
• Length: 266 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"