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Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /

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 N...

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Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Viens, Frederi (Éditeur intellectuel), Feng, Jin (Éditeur intellectuel), Hu, Yaozhong (Éditeur intellectuel), Nualart , Eulalia (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer US : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Springer Proceedings in Mathematics & Statistics, 34
Sujets:
Accès en ligne:Texto Completo
Description
Résumé: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.
Description matérielle:XI, 583 p. 13 illus. online resource.
ISBN:9781461459064
ISSN:2194-1017 ;