The Malliavin Calculus and Related Topics (Probability and Its Applications) - Image 1

£80.64

Springer The Malliavin Calculus and Related Topics (Probability and Its Applications)

Name: The Malliavin Calculus and Related Topics (Probability and Its Applications)
Brand: Springer
Price: 80.64 GBP
Availability: InStock

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£81 today · previous high £81 · all-time low £79

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 40 days · 40 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 40 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £79 (38 days, 95.0%)

Price range: £79 - £81

Price levels: 2 different prices over 40 days

Description

There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe’s work. Chapter2includesageneralestimateforthedensityofaone-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe’s ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642066518
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 30 November 2010
Listed Since: 05 September 2010

Barcode

No barcode data available

Springer The Malliavin Calculus and Related Topics (Probability and Its Applications)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Springer - The Malliavin Calculus and Related Topics Book

Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Simulation of Stochastic Processes with Given Accuracy and Reliability

Introduction to Stochastic Analysis and Malliavin Calculus

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques: 76 (Probability Theory and Stochastic Modelling, 76)

Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications (duplicate))

Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

Stochastic Integration in Banach Spaces: Theory and Applications: 73 (Probability Theory and Stochastic Modelling, 73)

Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Normal Approximations with Malliavin Calculus: From Stein's Method to Universality (Cambridge Tracts in Mathematics): 192 (Cambridge Tracts in Mathematics, Series Number 192)

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)