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Malliavin Calculus at Meripustak

Malliavin Calculus

Books from same Author: DENIS R. BELL

Books from same Publisher: DOVER PUBLICATIONS

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    • General Information  
    Author(s)DENIS R. BELL
    PublisherDOVER PUBLICATIONS
    ISBN9780486449944
    Pages128
    BindingPaperback
    LanguageEnglish
    Publish YearApril 2006

    Description

    DOVER PUBLICATIONS Malliavin Calculus by DENIS R. BELL

    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. PrefaceIntroduction1. Background material2. The functional analytic approach3. The variational approach4. An elementary derivation of Malliavin’s inequalities5. A discussion of the different forms of the theory6. Non-degeneracy of the covariance matrix under Hörmander’s condition7. Some further applications of the Malliavin calculusReferencesIndex