The Malliavin Calculus (Dover Books on Mathematics)
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The Malliavin Calculus (Dover Books on Mathematics)

SKU: 9780486449944

Original price was: ₹1,063.55.Current price is: ₹1,010.37.

Explore the fascinating world of stochastic calculus with ‘The Malliavin Calculus’ by Denis R. Bell, a key volume in Dover Books on Mathematics. This expertly crafted introduction is ideal for graduate students and mathematicians seeking a deep understanding of Malliavin’s stochastic calculus of variations. Bell meticulously details the motivations behind the theory, including in-depth analyses of Stroock’s and Bismut’s contributions and their interconnectedness. The book provides essential background, functional analytic perspectives, and variational approaches, making complex concepts accessible. Discover derivations of Malliavin’s inequalities, explore the non-degeneracy of the covariance matrix under Hormander’s condition, and survey diverse applications. Enhance your mathematical toolkit with this foundational text from The Bookish Owl.

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Description

  • ISBN-10: 9780486449944
  • ISBN-13: 978-0486449944
  • Publisher: Dover Publications Inc.
  • Publication date: 26 May 2006
  • Part of series: Dover Books on Mathematics
  • Language: English
  • Dimensions: 14.02 x 0.66 x 21.64 cm
  • Print length: 128 pages

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