Mendeley出力
＜図書＞
Malliavin calculus : with applications to stochastic partial differential equations
| 責任表示 | Marta Sanz-Solé |
|---|---|
| シリーズ | Fundamental Sciences ; Mathematics |
| データ種別 | 図書 |
| 出版情報 | Lausanne : EPFL Press Boca Raton, FL : CRC Press , c2005 |
| 本文言語 | 英語 |
| 大きさ | viii, 162 p. : ill. ; 25 cm |
| 概要 | Malliavin calculus is a stochastic calculus of variations on the Weiner space that is currently influencing research developments in probability and infinite-dimensional analysis, and is to be found i... the study of probabilistic methods of mathematical models in finance. Sanz-Sole (mathematics, U. of Barcelona) covers the integration by parts and absolute continuity of probability laws, finite dimensional Malliavin calculus, representations of Weiner functions, the criteria for absolute continuity and smoothness of probability laws, stochastic partial differential equations driven by spatially homogeneous Gaussian noise, Malliavin regularity of solutions of stochastic backward differential equations (SPDEs) and analysis of the Malliavin matrix of solutions of SPDEs. She includes examples and exercises. Annotation ©2005 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
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 | SANZ/10/1 | 2005 |
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023212005002325 |
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理系図3F 数理独自 | SANZ/10/1A | 2005 |
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023212005002860 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
|---|---|
| 著者標目 | *Sanz-Solé, Marta |
| 書誌ID | 1001226868 |
| ISBN | 2940222061 |
| NCID | BA72380104 |
| 巻冊次 | [EPFL Press] ; ISBN:2940222061 [CRC Press] ; ISBN:0849340306 |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.11.02 |