Showing 1 - 20 results of 23 for search '"Malliavin calculus"', query time: 0.22s Refine Results
  1. 1
    The Malliavin calculus

    The Malliavin calculus / by Bell, Denis R.

    Harlow, Essex, England : New York : Longman Scientific & Technical ; Wiley, 1987
    Format: Book


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  2. 2
    Malliavin calculus : with applications to stochastic partial differential equations

    Malliavin calculus : with applications to stochastic partial differential equations / by Sanz Solé, Marta, 1952-

    Lausanne, Switzerland : Boca Raton, FL : EPFL Press ; Distributed by CRC Press, 2005
    1st ed.
    Subjects: “…Malliavin calculus…”
    Format: Book


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  3. 3
    An introduction to analysis on Wiener space

    An introduction to analysis on Wiener space by Ustunel, A. S. (Ali Süleyman)

    New York : Springer-Verlag, 1995
    Subjects: “…Malliavin calculus.…”
    Format: Book


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  4. 4
    The Malliavin calculus and related topics

    The Malliavin calculus and related topics / by Nualart, David, 1951-

    New York : Springer-Verlag, 1995
    Subjects: “…Malliavin calculus…”
    Format: Book


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  5. 5
    Introduction to Malliavin calculus

    Introduction to Malliavin calculus / by Nualart, David, 1951-, Nualart, Eulalia

    Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2018
    Subjects: “…Malliavin calculus…”
    Format: Book


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  6. 6
    Malliavin calculus for Lévy processes with applications to finance

    Malliavin calculus for Lévy processes with applications to finance / by Di Nunno, Giulia

    Berlin : Springer, 2009
    Subjects: “…Malliavin calculus…”
    Format: Book


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  7. 7
    Transformation of measure on Wiener space

    Transformation of measure on Wiener space by Ustunel, A. S. (Ali Süleyman)

    Berlin ; New York : Springer, 2000
    Table of Contents: “…An Introduction to Malliavin Calculus.…”
    Format: Book


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  8. 8
    Introduction to stochastic analysis and Malliavin calculus

    Introduction to stochastic analysis and Malliavin calculus / by Da Prato, Giuseppe

    Pisa : Edizioni della Normale, 2008
    2. ed.
    Subjects:
    Format: Book


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  9. 9
    Lectures on probability theory and statistics : Ecole d'été de probabilités de Saint-Flour XXV, 1995

    Lectures on probability theory and statistics : Ecole d'été de probabilités de Saint-Flour XXV, 1995

    Berlin : London. Springer, 1998
    Subjects:
    Format: Conference Proceeding Book


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  10. 10
    Large deviations and the Malliavin calculus

    Large deviations and the Malliavin calculus / by Bismut, Jean-Michel

    Boston : Birkhäuser, 1984
    Format: Book


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  11. 11
    Malliavin calculus and its applications

    Malliavin calculus and its applications / by Nualart, David, 1951-

    Providence, R.I. : Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation, 2009
    Subjects: “…Malliavin calculus Congresses.…”
    Format: Book


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  12. 12
    Differentiable measures and the Malliavin calculus

    Differentiable measures and the Malliavin calculus / by Bogachev, V. I. (Vladimir Igorevich), 1961-

    Providence, R.I. : American Mathematical Society, 2010
    Table of Contents: “…Background material -- Sobolev spaces on IRn ["n" is superscript] -- Differentiable measures on linear spaces -- Some classes of differentiable measures -- Subspaces of differentiability of measures -- Integration by parts and logarithmic derivatives -- Logarithmic gradients -- Sobolev classes on infinite dimensional spaces -- The Malliavin calculus -- Infinite dimensional transformations -- Measures on manifolds -- Applications.…”
    Format: Book


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  13. 13
    Normal approximations with Malliavin calculus : from Stein's method to universality

    Normal approximations with Malliavin calculus : from Stein's method to universality / by Nourdin, Ivan

    Cambridge [England] ; New York : Cambridge University Press, 2012
    Subjects:
    Format: Book


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  14. 14
    On Malliavin calculus and approximation of stochastic integrals for Lévy processes

    On Malliavin calculus and approximation of stochastic integrals for Lévy processes / by Laukkarinen, Eija

    Jyväskylä : University of Jyväskylä, Department of Mathematics and Statistics, 2012
    Subjects: “…Malliavin calculus…”
    Format: Thesis Book


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  15. 15
    Introduction to stochastic analysis and Malliavin calculus

    Introduction to stochastic analysis and Malliavin calculus / by Da Prato, Giuseppe

    Pisa, Italy : Edizioni della Normale, 2007
    Subjects:
    Format: Book


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  16. 16
    Lectures on stochastic differential equations and Malliavin calculus

    Lectures on stochastic differential equations and Malliavin calculus / by Watanabe, S.

    Berlin : New York. Springer-Verlag, 1984
    “…Stochastic differential equations and malliavin calculus.…”
    Format: Book


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  17. 17
    Stochastic analysis : Itô and Malliavin calculus in tandem

    Stochastic analysis : Itô and Malliavin calculus in tandem / by Matsumoto, Hiroyuki, 1946-, Taniguchi, Setsuo, 1956-

    [New York] : Cambridge University Press, 2017
    Format: Book


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  18. 18
    Probability on algebraic and geometric structures : international research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, Probability on Algebraic and Geometric Structures, June 5-7, 2014, Southern Illinois University, Carbondale, Illinois

    Probability on algebraic and geometric structures : international research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, Probability on...

    Providence, Rhode Island : American Mathematical Society, 2016
    Subjects: “…Probability theory and stochastic processes Stochastic analysis Stochastic calculus of variations and the Malliavin calculus. msc…”
    Format: Conference Proceeding Book


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  19. 19
    Introduction to infinite dimensional stochastic analysis

    Introduction to infinite dimensional stochastic analysis by Huang, Zhi-yuan

    Dordrecht ; Boston : Beijing ; New York : Kluwer Academic ; Science Press, 2000
    Table of Contents:
    Format: Book


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  20. 20
    Strong and weak approximation of semilinear stochastic evolution equations

    Strong and weak approximation of semilinear stochastic evolution equations by Kruse, Raphael

    Cham [Switzerland] : Springer, 2014
    Table of Contents: “…Introduction -- Stochastic evolution equations in Hilbert spaces -- Optimal strong error estimates for Galerkin finite element methods -- A short review of the Malliavin calculus in Hilbert spaces -- A Malliavin calculus approach to weak convergence -- Numerical experiments.…”
    Format: Book


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