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The Malliavin Calculus
Our Price:$11.95
Availability:In Stock
Environment:Made in USA
Author/Editor: Denis R. Bell
ISBN 10:0486449947
Product Info:Details, Table of Contents
This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory develope...  read more
 


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Product Description:

This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications.
The first chapter covers enough technical background to make the subsequent material accessible to readers without specialized knowledge of stochastic analysis. Succeeding chapters examine the functional analytic and variational approaches (with extensive explorations of the work of Stroock and Bismut); and elementary derivation of Malliavin's inequalities and a discussion of the different forms of the theory; and the non-degeneracy of the covariance matrix under Hormander's condition. The text concludes with a brief survey of applications of the Malliavin calculus to problems other than Hormander's.
Unabridged republication of the edition published by Longman Scientific & Technical, New York, 1987. New Preface to the Dover edition.

Product Details:

ISBN 10: 0486449947
ISBN 13: 9780486449944
Author/Editor: Denis R. Bell
Page Count: 128
Dimensions: 5 3/8 x 8 1/2
Publication date: April 2006
Table of Contents: Click here to view the Table of Contents

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