Malliavin Calculus and Stochastic Analysis
A Festschrift in Honor of David Nualart
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Publication
2015 - Springer
Language
English
Word Count
145,750 words, Guess
Page Count
583 pages
Identifiers
- ISBN-139781489996572
- ISBN-101489996575
- Better World Books9781489996572
- Open LibraryOL34546755M
Classifications
- LCCQA1-939
Description
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.
Subjects
Other Editions
- Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart
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