Introduction to Stochastic Analysis and Malliavin Calculus

Name: Introduction to Stochastic Analysis and Malliavin Calculus
Brand: Springer Nature
SKU: 9788876424977
Availability: InStock

Introduction to Stochastic Analysis and Malliavin Calculus

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9788876424977

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and It's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $19.99 - $19.99

BEST PRICE

Single Product Purchase

$18.00

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$19.99	$19.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$18.00		See Site	In stock	Visit Store