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Introduction to Malliavin Calculus
Taschenbuch von David Nualart (u. a.)
Sprache: Englisch

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Beschreibung
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Über den Autor
David Nualart is the Black-Babcock Distinguished Professor in the Department of Mathematics at the University of Kansas. He has published around 300 scientific articles in the field of probability and stochastic processes, and he is the author of the fundamental monograph The Malliavin Calculus and Related Topics (2005). He has served on the editorial board of leading journals in probability, and from 2006 to 2008 was the editor-in-chief of Electronic Communications in Probability. He was elected Fellow of the Institute of Mathematical Statistics in 1997 and he received the Higuchi Award on Basic Sciences in 2015.
Inhaltsverzeichnis
Preface; 1. Brownian motion; 2. Stochastic calculus; 3. Derivative and divergence operators; 4. Wiener chaos; 5. Ornstein-Uhlenbeck semigroup; 6. Stochastic integral representations; 7. Study of densities; 8. Normal approximations; 9. Jump processes; 10. Malliavin calculus for jump processes I; 11. Malliavin calculus for jump processes II; Appendix A. Basics of stochastic processes; References; Index.
Details
Erscheinungsjahr: 2018
Fachbereich: Analysis
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9781107611986
ISBN-10: 1107611989
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Nualart, David
Nualart, Eulalia
Hersteller: Cambridge University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 229 x 152 x 14 mm
Von/Mit: David Nualart (u. a.)
Erscheinungsdatum: 30.11.2018
Gewicht: 0,368 kg
Artikel-ID: 113578383
Über den Autor
David Nualart is the Black-Babcock Distinguished Professor in the Department of Mathematics at the University of Kansas. He has published around 300 scientific articles in the field of probability and stochastic processes, and he is the author of the fundamental monograph The Malliavin Calculus and Related Topics (2005). He has served on the editorial board of leading journals in probability, and from 2006 to 2008 was the editor-in-chief of Electronic Communications in Probability. He was elected Fellow of the Institute of Mathematical Statistics in 1997 and he received the Higuchi Award on Basic Sciences in 2015.
Inhaltsverzeichnis
Preface; 1. Brownian motion; 2. Stochastic calculus; 3. Derivative and divergence operators; 4. Wiener chaos; 5. Ornstein-Uhlenbeck semigroup; 6. Stochastic integral representations; 7. Study of densities; 8. Normal approximations; 9. Jump processes; 10. Malliavin calculus for jump processes I; 11. Malliavin calculus for jump processes II; Appendix A. Basics of stochastic processes; References; Index.
Details
Erscheinungsjahr: 2018
Fachbereich: Analysis
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9781107611986
ISBN-10: 1107611989
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Nualart, David
Nualart, Eulalia
Hersteller: Cambridge University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 229 x 152 x 14 mm
Von/Mit: David Nualart (u. a.)
Erscheinungsdatum: 30.11.2018
Gewicht: 0,368 kg
Artikel-ID: 113578383
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