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Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /

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 N...

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Corporate Author: SpringerLink (Online service)
Other Authors: Viens, Frederi. (Editor, http://id.loc.gov/vocabulary/relators/edt), Feng, Jin. (Editor, http://id.loc.gov/vocabulary/relators/edt), Hu, Yaozhong. (Editor, http://id.loc.gov/vocabulary/relators/edt), Nualart , Eulalia. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Springer Proceedings in Mathematics & Statistics, 34
Subjects:
Probabilities.
Economics, Mathematical .
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Applications of Mathematics.
Online Access:https://doi.org/10.1007/978-1-4614-5906-4

Internet

https://doi.org/10.1007/978-1-4614-5906-4

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