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Springer - The Malliavin Calculus and Related Topics Book

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Description

Expand your mathematical knowledge with the second edition of The Malliavin Calculus and Related Topics from Springer. This updated volume reflects a decade of progress in the field, incorporating new applications and developments that have emerged since the first edition was released. This edition is specifically designed to address modern mathematical needs by adding two new chapters. These additions focus on Fractional Brownian motion and Mathematical Finance, making the text highly relevant for researchers and students working in these specialized areas. The content has been refined using material from the Saint-Flour 1995 lectures to provide a clear and updated presentation of the subject matter. Part of the Probability and Its Applications series, this book serves as an essential resource for those studying applied mathematics. Whether you are revisiting the fundamentals or exploring new developments in stochastic analysis, this updated text provides the necessary depth and contemporary context required for advanced study.

Key Features

Includes two new chapters covering Fractional Brownian motion and Mathematical Finance to address modern developments.

Updated second edition incorporates ten years of new applications and advancements in Malliavin calculus.

Refined presentation utilizes material from the Saint-Flour 1995 lectures for improved clarity.

Part of the respected Probability and Its Applications series published by Springer.

Specifically updated to reflect the evolution of the field since the first edition's publication.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 December 2005
Listed Since
22 December 2006

Barcode

No barcode data available

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