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Forventes på lager: 20-12-2005
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hormander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications.
| Forlag | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Forfatter | David Nualart |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 2nd ed. 2006 |
| Udgivelsesdato | 20-12-2005 |
| Første udgivelsesår | 2005 |
| Serie | Probability and Its Applications |
| Illustrationer | XIV, 382 p. |
| Originalsprog | Germany |
| Sideantal | 382 |
| Indbinding | Hardback |
| Forlag | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Sideoplysninger | 382 pages, XIV, 382 p. |
| Mål | 243 x 163 x 33 |
| ISBN-13 / EAN-13 | 9783540283287 |