Malliavin Calculus with Applications to Stochastic Partial Differential Equations
Download or Read eBook Malliavin Calculus with Applications to Stochastic Partial Differential Equations PDF written by Marta Sanz-Sole and published by CRC Press. This book was released on 2005-08-17 with total page 172 pages. Available in PDF, EPUB and Kindle.
| Author | : Marta Sanz-Sole |
| Publisher | : CRC Press |
| Total Pages | : 172 |
| Release | : 2005-08-17 |
| ISBN-10 | : 9781439818947 |
| ISBN-13 | : 1439818940 |
| Rating | : 4/5 (47 Downloads) |
Book Synopsis Malliavin Calculus with Applications to Stochastic Partial Differential Equations by : Marta Sanz-Sole
Book excerpt: Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics. This book present
