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… Meer...
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<
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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… Meer...
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<
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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… Meer...
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<
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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 … Meer...
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<
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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… Meer...
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. Verzendingskosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., exclusief verzendingskosten
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… Meer...
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. Verzendingskosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., exclusief verzendingskosten
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… Meer...
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. Verzendingskosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., exclusief verzendingskosten
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 … Meer...
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<
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Gedetalleerde informatie over het boek. - The Malliavin Calculus and Related Topics
EAN (ISBN-13): 9783540283294 ISBN (ISBN-10): 3540283293 pocket book Verschijningsjaar: 2006 Uitgever: Springer Berlin 382 Bladzijden Taal: eng/Englisch
Boek bevindt zich in het datenbestand sinds 2008-08-30T19:10:39+02:00 (Amsterdam) Detailpagina laatst gewijzigd op 2024-01-14T10:59:00+01:00 (Amsterdam) ISBN/EAN: 9783540283294
ISBN - alternatieve schrijfwijzen: 3-540-28329-3, 978-3-540-28329-4 alternatieve schrijfwijzen en verwante zoekwoorden: Auteur van het boek: nualart, nuala Titel van het boek: the malliavin calculus and related topics
Gegevens van de uitgever
Auteur: David Nualart Titel: Probability and its Applications; The Malliavin Calculus and Related Topics Uitgeverij: Springer; Springer Berlin 382 Bladzijden Verschijningsjaar: 2006-02-27 Berlin; Heidelberg; DE Taal: Engels 110,00 € (DE)
Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance.
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