skip to content
The Malliavin calculus and related topics Preview this item
ClosePreview this item
Checking...

The Malliavin calculus and related topics

Author: David Nualart
Publisher: Berlin ; New York : Springer, ©2006.
Series: Probability and its applications (Springer-Verlag)
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's 'sum of squares' theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Nualart, David, 1951-
Malliavin calculus and related topics.
Berlin ; New York : Springer, ©2006
(DLC) 2005935446
(OCoLC)63127365
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: David Nualart
ISBN: 9783540283294 3540283293 3540283285 9783540283287
OCLC Number: 262692494
Description: 1 online resource (xiv, 382 pages).
Contents: 1. Analysis on the Wiener space --
2. Regularity of probability laws --
3. Anticipating stochastic calculus --
4. Transformation of the Wiener measure --
5. Fractional Brownian motion --
6. Malliavin calculus in finance.
Series Title: Probability and its applications (Springer-Verlag)
Responsibility: David Nualart.
More information:

Abstract:

The 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  Read more...

Reviews

Editorial reviews

Publisher Synopsis

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 Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/262692494> # The Malliavin calculus and related topics
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "262692494" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/gw> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/33598868#Place/berlin> ; # Berlin
    schema:about <http://experiment.worldcat.org/entity/work/data/33598868#Topic/stochastische_analyse> ; # Stochastische analyse
    schema:about <http://id.worldcat.org/fast/1006757> ; # Malliavin calculus
    schema:about <http://experiment.worldcat.org/entity/work/data/33598868#Topic/malliavin_calcul_de> ; # Malliavin, Calcul de
    schema:about <http://dewey.info/class/519.22/e22/> ;
    schema:bookEdition "2nd ed." ;
    schema:bookFormat schema:EBook ;
    schema:copyrightYear "2006" ;
    schema:creator <http://viaf.org/viaf/111617772> ; # David Nualart
    schema:datePublished "2006" ;
    schema:description "The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's 'sum of squares' theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hörmander's theorem. The regularit."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/33598868> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/33598868#Series/probability_and_its_applications> ; # Probability and its applications
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/33598868#Series/probability_and_its_applications_springer_verlag> ; # Probability and its applications (Springer-Verlag)
    schema:isSimilarTo <http://www.worldcat.org/oclc/63127365> ;
    schema:name "The Malliavin calculus and related topics"@en ;
    schema:productID "262692494" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/262692494#PublicationEvent/berlin_new_york_springer_2006> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/33598868#Agent/springer> ; # Springer
    schema:url <https://link.springer.com/openurl?genre=book&isbn=978-3-540-28328-7> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=301380> ;
    schema:url <http://www.myilibrary.com?id=46211> ;
    schema:url <https://0-link-springer-com.pugwash.lib.warwick.ac.uk/10.1007/3-540-28329-3> ;
    schema:url <http://www.library.yorku.ca/eresolver/?id=1258175> ;
    schema:url <http://libproxy.uwyo.edu/login/?url=http://link.springer.com/10.1007/3-540-28329-3> ;
    schema:url <http://link.springer.com/openurl?genre=book&isbn=978-3-540-28328-7> ;
    schema:url <http://www.springerlink.com/openurl.asp?genre=book&isbn=978-3-540-28328-7> ;
    schema:url <http://site.ebrary.com/id/10129338> ;
    schema:url <http://www.myilibrary.com?id=46211&ref=toc> ;
    schema:url <http://dx.doi.org/10.1007/3-540-28329-3> ;
    schema:url <http://proxy.library.carleton.ca/login?url=http://www.springerlink.com/openurl.asp?genre=book&isbn=978-3-540-28328-7> ;
    schema:url <http://rave.ohiolink.edu/ebooks/ebc/3540283293> ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=301380> ;
    schema:url <http://www.library.yorku.ca/eresolver/?id=1258176> ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=4976498> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=4976498> ;
    schema:url <http://proxy.library.carleton.ca/login?url=http://www.myilibrary.com?id=46211> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=150359> ;
    schema:workExample <http://worldcat.org/isbn/9783540283294> ;
    schema:workExample <http://worldcat.org/isbn/9783540283287> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/262692494> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/33598868#Series/probability_and_its_applications> # Probability and its applications
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/262692494> ; # The Malliavin calculus and related topics
    schema:name "Probability and its applications" ;
    .

<http://experiment.worldcat.org/entity/work/data/33598868#Series/probability_and_its_applications_springer_verlag> # Probability and its applications (Springer-Verlag)
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/262692494> ; # The Malliavin calculus and related topics
    schema:name "Probability and its applications (Springer-Verlag)" ;
    .

<http://experiment.worldcat.org/entity/work/data/33598868#Topic/malliavin_calcul_de> # Malliavin, Calcul de
    a schema:Intangible ;
    schema:name "Malliavin, Calcul de"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/33598868#Topic/stochastische_analyse> # Stochastische analyse
    a schema:Intangible ;
    schema:name "Stochastische analyse"@en ;
    .

<http://id.worldcat.org/fast/1006757> # Malliavin calculus
    a schema:Intangible ;
    schema:name "Malliavin calculus"@en ;
    .

<http://viaf.org/viaf/111617772> # David Nualart
    a schema:Person ;
    schema:birthDate "1951" ;
    schema:familyName "Nualart" ;
    schema:givenName "David" ;
    schema:name "David Nualart" ;
    .

<http://worldcat.org/isbn/9783540283287>
    a schema:ProductModel ;
    schema:isbn "3540283285" ;
    schema:isbn "9783540283287" ;
    .

<http://worldcat.org/isbn/9783540283294>
    a schema:ProductModel ;
    schema:isbn "3540283293" ;
    schema:isbn "9783540283294" ;
    .

<http://www.library.yorku.ca/eresolver/?id=1258175>
    rdfs:comment "An electronic book accessible through the World Wide Web; click for information" ;
    .

<http://www.worldcat.org/oclc/63127365>
    a schema:CreativeWork ;
    rdfs:label "Malliavin calculus and related topics." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/262692494> ; # The Malliavin calculus and related topics
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.