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The Malliavin Calculus

Publisher: 
Dover Publications
Number of Pages: 
113
Price: 
9.95
ISBN: 
0486449947
Date Received: 
Friday, June 9, 2006
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Denis R. Bell
Publication Date: 
2006
Format: 
Paperback
Category: 
Monograph

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
Publish Book: 
Modify Date: 
Friday, June 9, 2006

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