Record:   Prev Next
作者 Nualart, David, 1951-
書名 Malliavin calculus and its applications / David Nualart
出版項 Providence, R.I. : Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation, c2009
國際標準書號 9780821847794 (alk. paper)
0821847791 (alk. paper)
book jacket
館藏地 索書號 處理狀態 OPAC 訊息 條碼
 數學所圖書室  QA274.2 .N828 2009    在架上    30340200506693
說明 viii, 85 p. ; 26 cm
系列 CBMS regional conference series in mathematics ; no. 110
Regional conference series in mathematics ; no. 110
附註 "This monograph is compiled from the notes of a series of ten lectures given at the NSF-CBMS Conference on Malliavin Calculus and its Applictions at Kent State University, Ohio, August 7th to 12th, 2008"--P. vii
Includes bibliographical references (p. 81-83) and index
The derivative operator -- The divergence operator -- The Ornstein-Uhlenbeck semigroup -- Sobolev spaces and equivalence of norms -- Regularity of probability laws -- Support properties. Density of the maximum -- Application of Malliavin calculus to diffusion processes -- The divergence operator as a stochastic integral -- Central limit theorems and Malliavin calculus -- Applications of Malliavin calculus in finance
主題 Malliavin calculus -- Congresses
Calculus of variations -- Congresses
Alt Author NSF-CBMS Conference on Malliavin Calculus and its Applications (2008 : Kent State University)
Record:   Prev Next