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ISBN: 9781139227865
ID: 9781139227865
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, Ornstein-Uhlenbeck processes both with values in abstract Wiener spaces, Levy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques. Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion: Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, Ornstein-Uhlenbeck processes both with values in abstract Wiener spaces, Levy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques., Cambridge University Press
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Cambridge University Press:
Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion - new book2, ISBN: 9781139227865
ID: 4019781139227865
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The mai Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, OrnsteinñUhlenbeck processes both with values in abstract Wiener spaces, LÈvy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, ClarkñOcone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques. Mathematics, Statistics, Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion~~Osswald, Horst~~Mathematics~~Statistics~~9781139227865, , Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion, Osswald, Horst, 9781139227865, Cambridge University Press, 2/1/2012, , , , Cambridge University Press, 2/1/2012
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2012
ISBN: 9781139227865
ID: 13873589
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is. Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, Ornstein-Uhlenbeck processes both with values in abstract Wiener spaces, Levy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques. eBooks, Science & Geography~~Mathematics~~Probability & Statistics, Malliavin Calculus For Levy Processes And Infinite-Dimensional Brownian Motion~~EBook~~9781139227865~~Horst Osswald, , Malliavin Calculus For Levy Processes And Infinite-Dimensional Brownian Motion, Horst Osswald, 9781139227865, Cambridge University Press, 03/01/2012, , , , Cambridge University Press
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MPN: , SKU 13873589 Shipping costs:zzgl. Versandkosten, plus shipping costs
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ISBN: 9781139227865
ID: 125946387
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, Ornstein-Uhlenbeck processes both with values in abstract Wiener spaces, Levy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques. Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion eBook eBooks>Fremdsprachige eBooks>Englische eBooks>Sach- & Fachthemen>Technik, Cambridge University Press
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ISBN: 9781139227865
ID: 9781139227865
[KW: PDF ,MATHEMATICS , STATISTICS] <-> <-> PDF ,MATHEMATICS , STATISTICS
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Title: | Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion |
ISBN: | 9781139227865 |
Details of the book - Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion
EAN (ISBN-13): 9781139227865
ISBN (ISBN-10): 1139227866
Publishing year: 2
Publisher: Cambridge University Press
Book in our database since 18.06.2009 10:15:04
Book found last time on 18.05.2016 18:23:36
ISBN/EAN: 9781139227865
ISBN - alternate spelling:
1-139-22786-6, 978-1-139-22786-5
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