rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: The
    title: Malliavin calculus and related topics
  name:
    name part: Nualart, David
    name part: 1951-
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 1995
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xi, 266 pages) : illustrations.
  abstract: Readers are assumed to have a firm grounding in probability as might be gained from a graduate course in the subject. Exercises at the end of each chapter help to reinforce a reader's understanding and to extend some of the ideas covered, and each chapter ends with a discussion of further directions that research has taken.
  abstract: The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to provide a probabilistic proof to Hormander's "sum of squares" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hormander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions.
  table of contents: 1. Analysis on the Wiener space -- 2. Smoothness of probability laws -- 3. Anticipating stochastic calculus -- 4. Transformations of the Wiener measure.
  note: David Nualart.
  note: Includes bibliographical references (pages [241]-260) and indexes.
  subject:
    topic: Malliavin calculus
  subject:
    topic: Malliavin, calcul de
  subject:
    topic: Malliavin, Calcul de
  subject:
    topic: Stochastische analyse
  subject:
    topic: Malliavin calculus
  classification: QA274.2 .N83 1995eb
  classification: 519.2
  classification: 31.70
  related item:
    title info:
      title: Malliavin calculus and related topics
    name:
      name part: Nualart, David, 1951-
    identifier: (DLC) 94048195
    identifier: (OCoLC)31754140
  related item:
    title info:
      title: Probability and its applications (Springer-Verlag)
  identifier: 9781475724370 (electronic bk.)
  identifier: 1475724373 (electronic bk.)
  identifier: 038794432X
  identifier: 9780387944326
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: GW5XE
    record creation date: 140711
    record change date: 20260422221540.9
    record identifier: in00003553148
    language of cataloging:
      language term: eng