The following text field will produce suggestions that follow it as you type.

Barnes and Noble

The Malliavin Calculus

Current price: $11.95
The Malliavin Calculus
The Malliavin Calculus

Barnes and Noble

The Malliavin Calculus

Current price: $11.95

Size: Paperback

Loading Inventory...
CartBuy Online
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Barnes and Noble
This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications.
The first chapter covers enough technical background to make the subsequent material accessible to readers without specialized knowledge of stochastic analysis. Succeeding chapters examine the functional analytic and variational approaches (with extensive explorations of the work of Stroock and Bismut); and elementary derivation of Malliavin's inequalities and a discussion of the different forms of the theory; and the non-degeneracy of the covariance matrix under Hormander's condition. The text concludes with a brief survey of applications of the Malliavin calculus to problems other than Hormander's.

More About Barnes and Noble at The Summit

With an excellent depth of book selection, competitive discounting of bestsellers, and comfortable settings, Barnes & Noble is an excellent place to browse for your next book.

Powered by Adeptmind