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The Malliavin Calculus and Related Topics (Probability and Its Applications)
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eBay-Artikelnr.:397248050817
Artikelmerkmale
- Artikelzustand
- subject_code
- PBT
- target_audience
- General/trade
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- edition_number
- 2
- binding
- paperback
- edition
- Softcover reprint of hardcover 2nd ed. 2006
- MPN
- biography
- batteries_required
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- manufacturer
- Springer
- Brand
- Springer
- series_title
- Probability and Its Applications
- number_of_items
- 1
- pages
- 400
- ghs
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- genre
- Probability & statistics
- part_number
- biography
- publication_date
- 2010-11-30T00:00:01Z
- unspsc_code
- 55101500
- batteries_included
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- ISBN
- 9783642066511
Über dieses Produkt
Product Identifiers
Publisher
Springer Berlin / Heidelberg
ISBN-10
3642066518
ISBN-13
9783642066511
eBay Product ID (ePID)
109077190
Product Key Features
Number of Pages
Xiv, 382 Pages
Publication Name
Malliavin Calculus and Related Topics
Language
English
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Publication Year
2010
Type
Textbook
Subject Area
Mathematics
Series
Probability and Its Applications Ser.
Format
Trade Paperback
Dimensions
Item Weight
21.6 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
TitleLeading
The
Reviews
From the reviews of the second edition: "Nualart's book serves both pedagogic and research needs. On the one hand, it is written to teach the subject. ... On the other hand, the applications in the book are sufficiently broad and in depth that the reader who masters them should be prepared for research. ... Furthermore, the unified approach and the careful statement of technical results in the development of the applications make the text a handy reference for researchers. ... The bibliography is extensive and has been updated." (Daniel Ocone, Mathematical Reviews, Issue 2006 j), From the reviews of the second edition:"Nualart "s book serves both pedagogic and research needs. On the one hand, it is written to teach the subject. On the other hand, the applications in the book are sufficiently broad and in depth that the reader who masters them should be prepared for research. Furthermore, the unified approach and the careful statement of technical results in the development of the applications make the text a handy reference for researchers. The bibliography is extensive and has been updated." (Daniel Ocone, Mathematical Reviews, Issue 2006 j), From the reviews of the second edition:"Nualart's book serves both pedagogic and research needs. On the one hand, it is written to teach the subject. … On the other hand, the applications in the book are sufficiently broad and in depth that the reader who masters them should be prepared for research. … Furthermore, the unified approach and the careful statement of technical results in the development of the applications make the text a handy reference for researchers. … The bibliography is extensive and has been updated." (Daniel Ocone, Mathematical Reviews, Issue 2006 j)
Dewey Edition
22
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.2/2
Table Of Content
Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance.
Synopsis
Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance., There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented., There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi'ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference 248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s, p wards (white noise case). The Sobolev spaces D, with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented., There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi'ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe's work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe's ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented.
LC Classification Number
QA273.A1-274.9
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