Malliavin Calculus with Applications to Stochastic Partial Differential Equations
| By: | Marta Sanz-Sole |
| Publisher: | CRC Press |
| Print ISBN: | 9780849340307 |
| eText ISBN: | 9781439818947 |
| Edition: | 1 |
| Copyright: | 2005 |
| Format: | Page Fidelity |
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Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book present