UID:
almahu_9949605167602882
Format:
1 online resource (viii, 85 p.)
Edition:
Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
ISBN:
9781470415686 (online)
Series Statement:
CBMS Regional Conference Series in Mathematics, v. 110
Note:
"This monograph is compiled from the notes of a series of ten lectures given at the NSF-CBMS Conference on Malliavin Calculus and its Applictions at Kent State University, Ohio, August 7th to 12th, 2008"--P. vii.
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Chapter 1. The derivative operator
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Chapter 2. The divergence operator
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Chapter 3. The Ornstein-Uhlenbeck semigroup
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Chapter 4. Sobolev spaces and equivalence of norms
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Chapter 5. Regularity of probability laws
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Chapter 6. Support properties. Density of the maximum
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Chapter 7. Application of Malliavin calculus to diffusion processes
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Chapter 8. The divergence operator as a stochastic integral
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Chapter 9. Central limit theorems and Malliavin calculus
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Chapter 10. Applications of Malliavin calculus in finance
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Mode of access : World Wide Web
Additional Edition:
Print version: Nualart, David, 1951- Malliavin calculus and its applications / ISSN 0160-7642 ISBN 9780821847794
Language:
English
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