The Malliavin Calculus - Brossura

Bell, Denis R.

Brossura

ISBN 10: 0486449947 ISBN 13: 9780486449944

Casa editrice: Dover Pubns, 2006

Riassunto

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.

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Contenuti

Preface Introduction 1. Background material 2. The functional analytic approach 3. The variational approach 4. An elementary derivation of Malliavin’s inequalities 5. A discussion of the different forms of the theory 6. Non-degeneracy of the covariance matrix under Hörmander’s condition 7. Some further applications of the Malliavin calculus References Index

Product Description

Malliavin Calculus by Denis R. Bell, 9780486449944, Dover Publications

Dettagli dell'edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 0486449947
• ISBN 13: 9780486449944
• Rilegatura: Copertina flessibile
• Numero di pagine: 113
• Contatto del produttore: non disponibile
• Persona responsabile: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italia