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