Malliavin Calculus

The Malliavin Calculus and Related Topics  eBooks & eLearning

Posted by tanas.olesya at April 22, 2016
The Malliavin Calculus and Related Topics

The Malliavin Calculus and Related Topics by David Nualart
English | Feb. 10, 2006 | ISBN: 3540283285 | 424 Pages | PDF | 3 MB

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic analysis.
Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Marta Sanz-Sole, "Malliavin Calculus with Applications to Stochastic Partial Differential Equations"
2005 | ISBN-10: 0849340306 | 150 pages | PDF | 15 MB
Malliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno, Bernt Øksendal, Frank Proske, "Malliavin Calculus for Lévy Processes with Applications to Finance"
2009 | pages: 419 | ISBN: 354078571X | PDF | 3 mb

The Malliavin Calculus  

Posted by nebulae at Feb. 12, 2015
The Malliavin Calculus

Denis R Bell, "The Malliavin Calculus"
English | ISBN: 0582994861, 0486449947, 0470207493 | 1987 | 128 pages | PDF | 22 MB
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart (repost)

Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart by Frederi Viens, Jin Feng, Yaozhong Hu and Eulalia Nualart
English | ISBN: 1461459052 | 2013 | PDF | 575 pages | 4 MB

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates.
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart (repost)

Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart by Frederi Viens, Jin Feng, Yaozhong Hu and Eulalia Nualart
English | ISBN: 1461459052 | 2013 | PDF | 575 pages | 4 MB

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates.
Normal Approximations with Malliavin Calculus: From Stein's Method to Universality

Ivan Nourdin, Giovanni Peccati , "Normal Approximations with Malliavin Calculus: From Stein's Method to Universality"
2012 | ISBN-10: 1107017777 | 254 pages | PDF | 1 MB
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion

Horst Osswald, "Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion"
English | 2012 | ISBN: 1107016142 | 428 pages | PDF | 1,7 MB
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart (repost)

Jin Feng, ‎Frederi G. Viens, "Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart"
2013 | ISBN: 1461459052 | 594 pages | PDF | 4,2 MB
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart [Repost]

Jin Feng, ‎Frederi G. Viens, ‎Yaozhong Hu, Eulalia Nualart - Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart
Published: 2013-02-16 | ISBN: 1461459052 | PDF | 594 pages | 4 MB