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Introduction to Stochastic Analysis and Malliavin Calculus
Language: en
Pages: 286
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2014-07-01 - Publisher: Springer

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This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c
Introduction to Stochastic Analysis and Malliavin Calculus
Language: en
Pages: 244
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2008 - Publisher: Springer

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This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown from a series of cou
Stochastic Analysis for Poisson Point Processes
Language: en
Pages: 359
Authors: Giovanni Peccati
Categories: Mathematics
Type: BOOK - Published: 2016-07-07 - Publisher: Springer

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Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mos
Malliavin Calculus and Stochastic Analysis
Language: en
Pages: 580
Authors: Frederi Viens
Categories: Mathematics
Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the
Malliavin Calculus for Lévy Processes with Applications to Finance
Language: en
Pages: 421
Authors: Giulia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th