书目名称 | Malliavin Calculus and Stochastic Analysis |
副标题 | A Festschrift in Hon |
编辑 | Frederi Viens,Jin Feng,Eulalia Nualart |
视频video | |
概述 | Its scope spans most uses of the Malliavin calculus.Gathers most of the major players in Malliavin calculus and stochastic analysis worldwide.Honors Professor David Nualart, who is considered by many |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | .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.. |
出版日期 | Conference proceedings 2013 |
关键词 | Fractional Brownian motion; Gaussian processes; Levy Processes; Malliavin calculus; Stochastic partial d |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4614-5906-4 |
isbn_softcover | 978-1-4899-9657-2 |
isbn_ebook | 978-1-4614-5906-4Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | Springer Science+Business Media New York 2013 |