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The Malliavin Calculus

Denis R. Bell
Publisher: 
Dover Publications
Publication Date: 
2006
Number of Pages: 
113
Format: 
Paperback
Price: 
9.95
ISBN: 
0486449947
Category: 
Monograph
We do not plan to review this book.

Preface

Introduction
1. Background material
2. The functional analytic approach
3. The variational approach
4. An elementary derivation of Malliavin’s inequalities
5. A discussion of the different forms of the theory
6. Non-degeneracy of the covariance matrix under Hörmander’s condition
7. Some further applications of the Malliavin calculus
References
Index

Dummy View - NOT TO BE DELETED