Deutsch
Deutschland
Anmelden
Tipp von eurobuch.de
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Buch verkaufen
Anbieter, die das Buch mit der ISBN 9783540283294 ankaufen:
Suchtools
Buchtipps
Aktuelles
Werbung
FILTER
- 0 Ergebnisse
Kleinster Preis: 40,63 €, größter Preis: 83,29 €, Mittelwert: 72,10 €
The Malliavin Calculus and Related Topics - David Nualart
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
David Nualart:
The Malliavin Calculus and Related Topics - neues Buch

ISBN: 9783540283294

ID: 9783540283294

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. The Malliavin Calculus and Related Topics: 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. Anticipating stochastic calculus Brownian motion Gaussian processes Girsanov theorem Malliavin Calculus Markov processes Markov property Skorohod integral Stochastic differential equations Stochastic partial differential equations fractional Bro, Springer Berlin

Neues Buch Rheinberg-Buch.de
Ebook, Englisch, Neuware Versandkosten:Ab 20€ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The Malliavin Calculus and Related Topics - David Nualart
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
David Nualart:
The Malliavin Calculus and Related Topics - neues Buch

2006, ISBN: 9783540283294

ID: 522678797

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 regularity of the law of stochastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating stochastic calculus, studying anticipating stochastic differential equations and the Markov of solutions to stochastic differential equations with boundary conditions. The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion., 2006, [PU: Springer, Berlin/Heidelberg]

Neues Buch iTunes.com
Versandkosten:Download (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The Malliavin Calculus And Related Topics, 2nd - David Nualart
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
David Nualart:
The Malliavin Calculus And Related Topics, 2nd - Taschenbuch

ISBN: 3540283293

ID: 11738540243

[EAN: 9783540283294], Neubuch, [PU: Springer], Jacket, Low price guarantee! The book is the brand new international edition textbook with the different ISBN and cover design. The book main content black/white printed in full English as same as the corresponding original US edition. Fast shipments in one to two working days after the orders confirmed.

Neues Buch Abebooks.de
Greenland Texts, Mongkok, KL, Hong Kong [57894954] [Rating: 5 (von 5)]
NEW BOOK Versandkosten: EUR 27.51
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The Malliavin Calculus and Related Topics - David Nualart
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
David Nualart:
The Malliavin Calculus and Related Topics - neues Buch

2006, ISBN: 9783540283294

ID: 21800933

[ED: 2], 2., nd ed. 2006, eBook Download (PDF), eBooks, [PU: Springer Berlin]

Neues Buch Lehmanns.de
Versandkosten:Download sofort lieferbar, , Versandkostenfrei innerhalb der BRD (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The Malliavin Calculus and Related Topics - David Nualart
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
David Nualart:
The Malliavin Calculus and Related Topics - neues Buch

2006, ISBN: 9783540283294

ID: 21800933

[ED: 2], Auflage, eBook Download (PDF), eBooks, [PU: Springer-Verlag]

Neues Buch Lehmanns.de
Versandkosten:Download sofort lieferbar, , Versandkostenfrei innerhalb der BRD (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.