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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
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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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
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No. 9783540283294. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio Details...
(*) Livro esgotado significa que o livro não está disponível em qualquer uma das plataformas associadas buscamos.
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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
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No. 9783540283294. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio Details...
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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 … mais…
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., Springer<
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(*) Livro esgotado significa que o livro não está disponível em qualquer uma das plataformas associadas buscamos.
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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio
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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio
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 se… mais…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540283294. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio
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 … mais…
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., Springer<
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Dados detalhados do livro - The Malliavin Calculus and Related Topics
EAN (ISBN-13): 9783540283294 ISBN (ISBN-10): 3540283293 Livro de bolso Ano de publicação: 2006 Editor/Editora: Springer Berlin 382 Páginas Língua: eng/Englisch
Livro na base de dados desde 2008-08-30T18:10:39+01:00 (Lisbon) Página de detalhes modificada pela última vez em 2024-01-14T09:59:00+00:00 (Lisbon) Número ISBN/EAN: 9783540283294
Número ISBN - Ortografia alternativa: 3-540-28329-3, 978-3-540-28329-4 Ortografia alternativa e termos de pesquisa relacionados: Autor do livro: nualart, nuala Título do livro: the malliavin calculus and related topics
Dados da editora
Autor: David Nualart Título: Probability and its Applications; The Malliavin Calculus and Related Topics Editora: Springer; Springer Berlin 382 Páginas Ano de publicação: 2006-02-27 Berlin; Heidelberg; DE Língua: Inglês 110,00 € (DE)
Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance.
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