Cargando…
The malliavin calculus and related topics
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space Originally, it was developed to prove a probabilistic proof to Hörmander's "sum of squares" theorem, but more recently it has found application in a varie...
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
1995
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4757-2437-0 http://cds.cern.ch/record/1664017 |