Malliavin Calculus with Applications to Stochastic Partial Differential Equations PDF
by Marta Sanz-Sole
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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.
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- Format:PDF
- Pages:150 pages
- Publisher:CRC Press
- Publication Date:17/08/2005
- Category:
- ISBN:9781439818947
Information
-
Download Now
- Format:PDF
- Pages:150 pages
- Publisher:CRC Press
- Publication Date:17/08/2005
- Category:
- ISBN:9781439818947