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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
hive.co.uk
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten. Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
hive.co.uk
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten. Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
hive.co.uk
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten. Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 … Mehr…
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., Springer<
Springer.com
Nr. 978-3-540-28329-4. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00) Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
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 se… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
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 … Mehr…
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., Springer<
Nr. 978-3-540-28329-4. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00)
1Da einige Plattformen keine Versandkonditionen übermitteln und diese vom Lieferland, dem Einkaufspreis, dem Gewicht und der Größe des Artikels, einer möglichen Mitgliedschaft der Plattform, einer direkten Lieferung durch die Plattform oder über einen Drittanbieter (Marketplace), etc. abhängig sein können, ist es möglich, dass die von eurobuch angegebenen Versandkosten nicht mit denen der anbietenden Plattform übereinstimmen.
Detailangaben zum Buch - The Malliavin Calculus and Related Topics
EAN (ISBN-13): 9783540283294 ISBN (ISBN-10): 3540283293 Taschenbuch Erscheinungsjahr: 2006 Herausgeber: Springer Berlin 382 Seiten Sprache: eng/Englisch
Buch in der Datenbank seit 2008-08-30T19:10:39+02:00 (Berlin) Detailseite zuletzt geändert am 2024-01-14T10:59:00+01:00 (Berlin) ISBN/EAN: 9783540283294
ISBN - alternative Schreibweisen: 3-540-28329-3, 978-3-540-28329-4 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: nualart, nuala Titel des Buches: the malliavin calculus and related topics
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten: