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Kurztext
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Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book present
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Detailansicht
Malliavin Calculus with Applications to Stochastic Partial Differential Equations
eBook
ISBN/EAN: 9781439818947
Umbreit-Nr.: 8236742
Sprache:
Englisch
Umfang: 150 S.
Format in cm:
Einband:
Keine Angabe
Erschienen am 17.08.2005
Auflage: 1/2005
E-Book
Format: PDF
DRM: Adobe DRM