Mendeley出力
＜図書＞
The Malliavin calculus and related topics
| 責任表示 | David Nualart |
|---|---|
| シリーズ | Probability and its applications |
| データ種別 | 図書 |
| 出版情報 | New York : Springer-Verlag , c1995 |
| 本文言語 | 英語 |
| 大きさ | xi, 266 p. : ill. ; 25 cm |
| 概要 | The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to prove a probabilistic proof to Hrma...der's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hrmander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6916538 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | NUAL/10/1 | 1995 |
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068222195012727 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [241]-260) and indexes |
|---|---|
| 著者標目 | *Nualart, David, 1951- |
| 件 名 | LCSH:Malliavin calculus |
| 分 類 | NDC9:417 LCC:QA274.2 DC20:519.2 |
| 書誌ID | 1000220124 |
| ISBN | 038794432X |
| NCID | BA25490162 |
| 巻冊次 | ISBN:038794432X |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.11.02 |