本本书屋

 本本书屋 logo

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书

The Malliavin Calculus and Related Topics (Probability and its Applications)
☆☆☆☆☆
简体网页||繁体网页

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书 著者简介

The Malliavin Calculus and Related Topics (Probability and its Applications) 电子书 图书目录

下载链接在页面底部


点击这里下载
    
linkedin mastodon messenger pinterest reddit telegram viber vkontakte whatsapp 复制链接
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-06-01

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书


喜欢 The Malliavin Calculus and Related Topics (Probability and its Applications) 电子书 的读者还喜欢


The Malliavin Calculus and Related Topics (Probability and its Applications) 电子书 读后感

评分☆☆☆☆☆

评分☆☆☆☆☆

评分☆☆☆☆☆

评分☆☆☆☆☆

评分☆☆☆☆☆

类似图书 点击查看全场最低价
出版者:Springer
作者:David Nualart
出品人:
页数:382
译者:
出版时间:2006-02-10
价格:USD 89.95
装帧:Hardcover
isbn号码:9783540283287
丛书系列:Probability and its Applications- A Series of the Applied Probability Trust

图书标签: 数学  随机  Malliavin  随机过程  概率  Mathematics  Malliavin-Calculus  Finance   

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书 图书描述

The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's "sum of squares" theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hörmander's theorem. The regularity of the law of stochastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic differential equations with boundary conditions. The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书
The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 用户评价

评分☆☆☆☆☆

小nualart这本难了些，但内容非常全面

评分☆☆☆☆☆

小nualart这本难了些，但内容非常全面

评分☆☆☆☆☆

小nualart这本难了些，但内容非常全面

评分☆☆☆☆☆

小nualart这本难了些，但内容非常全面

评分☆☆☆☆☆

看上去简单, 实际上精深的一门功夫呵

The Malliavin Calculus and Related Topics (Probability and its Applications) 2024 pdf epub mobi 电子书

分享链接

linkedin mastodon messenger pinterest reddit telegram viber vkontakte whatsapp 复制链接




相关图书



服务条款
联系我们
关于我们
隐私政策

本站所有内容均为互联网搜索引擎提供的公开搜索信息，本站不存储任何数据与内容，任何内容与数据均与本站无关，如有需要请联系相关搜索引擎包括但不限于百度，google,bing,sogou 等

友情链接

中国国家图书馆
国立台湾图书馆
美国国会图书馆
开放图书馆 openlibrary.org

© 2024 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有