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Introduction to Malliavin Calculus (Paperback): David Nualart, Eulalia Nualart Introduction to Malliavin Calculus (Paperback)
David Nualart, Eulalia Nualart
R753 R646 Discovery Miles 6 460 Save R107 (14%) Shipped within 20 - 25 working days

This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Levy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.

Introduction to Malliavin Calculus (Hardcover): David Nualart, Eulalia Nualart Introduction to Malliavin Calculus (Hardcover)
David Nualart, Eulalia Nualart
R1,869 R1,753 Discovery Miles 17 530 Save R116 (6%) Shipped within 20 - 25 working days

This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Levy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.

Malliavin Calculus and Stochastic Analysis - A Festschrift in Honor of David Nualart (Paperback, 2013 ed.): Frederi Viens, Jin... Malliavin Calculus and Stochastic Analysis - A Festschrift in Honor of David Nualart (Paperback, 2013 ed.)
Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
R3,559 Discovery Miles 35 590 15 working days

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. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

Malliavin Calculus and Stochastic Analysis - A Festschrift in Honor of David Nualart (Hardcover, 2013 ed.): Jin Feng, Yaozhong... Malliavin Calculus and Stochastic Analysis - A Festschrift in Honor of David Nualart (Hardcover, 2013 ed.)
Jin Feng, Yaozhong Hu, Eulalia Nualart, Frederi G. Viens
R2,688 R2,549 Discovery Miles 25 490 Save R139 (5%) Shipped within 20 - 25 working days

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. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

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