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Introduction to Malliavin Calculus by David Nualart 9781107039124
RRP: $222.30Booksplease Price: $204.34This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability... -
Introduction to Malliavin Calculus by David Nualart 9781107611986
RRP: $74.10Booksplease Price: $65.91This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability... -
The Malliavin Calculus and Related Topics by David Nualart 9783642066511
RRP: $194.98Booksplease Price: $176.59The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hoermander's sum of squares theorem but has found a range of... -
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart by Frederi Viens 9781489996572
Booksplease Price: $178.78The 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... -
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart by Jin Feng 9781461459057
Booksplease Price: $178.78The 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... -
Barcelona Seminar on Stochastic Analysis: St. Feliu de Guixols, 1991 by David Nualart 9783764328337
Booksplease Price: $90.25During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers... -
Barcelona Seminar on Stochastic Analysis: St. Feliu de Guixols, 1991 by David Nualart 9783034896771
Booksplease Price: $91.14During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers... -
Continuous Martingales and Brownian Motion by Daniel Revuz 9783642084003
RRP: $233.98Booksplease Price: $219.22From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian... -
Continuous Martingales and Brownian Motion by Daniel Revuz 9783540643258
RRP: $233.98Booksplease Price: $220.19From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian... -
Stochastic Analysis: Ito and Malliavin Calculus in Tandem by Hiroyuki Matsumoto 9781107140516
RRP: $117.00Booksplease Price: $108.13Thanks to the driving forces of the Ito calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical... -
Stochastic Calculus of Variations in Mathematical Finance by Paul Malliavin 9783642077838
Booksplease Price: $92.55Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev...