The Malliavin Calculus
Author:   Denis R Bell
Publisher:   Dover Publications Inc.
ISBN:  

9780486449944


Pages:   128
Publication Date:   07 April 2006
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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The Malliavin Calculus


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Author:   Denis R Bell
Publisher:   Dover Publications Inc.
Imprint:   Dover Publications Inc.
Dimensions:   Width: 14.00cm , Height: 0.70cm , Length: 21.60cm
Weight:   0.141kg
ISBN:  

9780486449944


ISBN 10:   0486449947
Pages:   128
Publication Date:   07 April 2006
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Preface Introduction 1. Background material 2. The functional analytic approach 3. The variational approach 4. An elementary derivation of Malliavin's inequalities 5. A discussion of the different forms of the theory 6. Non-degeneracy of the covariance matrix under Hormander's condition 7. Some further applications of the Malliavin calculus References Index

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