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18 produkter
Introduction to Malliavin Calculus
Av David Nualart, Eulalia Nualart
Inbunden, 2018
1970 kr
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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and …
Introduction to Malliavin Calculus
Av David Nualart, Eulalia Nualart
Häftad, 2018
667 kr
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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and …
Introduction to Malliavin Calculus
Av Eulalia Nualart, David Nualart
E-bok, 2018
632 kr
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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and …
Introduction to Malliavin Calculus
Av Eulalia Nualart, David Nualart
E-bok, 2018
652 kr
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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and …
Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations
Av Le Chen, Yaozhong Hu m. fl.
Häftad, 2022
1028 kr
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In this paper, we establish a necessary and sufficient condition for the existence and regularity of the density of the solution to a semilinear stochastic (fractional) heat equation with measure-valued initial conditions. Under a mild cone condition for the diffusion coefficient, we establish the …
Malliavin Calculus and Related Topics
E-bok, 2013
1174 kr
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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published in Spanish in [176]. Later these notes were completed and improved in two courses on Malliavin cal …
Stochastic Inequalities and Applications
Av David Nualart, Christian Houdre m. fl.
E-bok, 2012
1459 kr
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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications …
Stochastic Inequalities and Applications
Av Evariste Giné, Christian Houdré m. fl.
Häftad, 2012
1093 kr
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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications …
Malliavin Calculus and Related Topics
Inbunden, 2005
1636 kr
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There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two …
Malliavin Calculus and Related Topics
E-bok, 2006
1622 kr
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There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two …
Lectures on Probability Theory and Statistics
Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995
Av Martin T. Barlow, David Nualart m. fl.
Häftad, 1998
550 kr
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This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.
Lectures on Probability Theory and Statistics
Ecole d''Ete de Probabilites de Saint-Flour XXV - 1995
Av David Nualart, Martin T. Barlow m. fl.
E-bok, 2006
718 kr
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This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.
Minicourse on Stochastic Partial Differential Equations
Av Robert Dalang, Davar Khoshnevisan m. fl.
Häftad, 2008
441 kr
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In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is …
Minicourse on Stochastic Partial Differential Equations
Av Yimin Xiao, David Nualart m. fl.
E-bok, 2008
571 kr
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In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is …
Malliavin Calculus and Related Topics
Häftad, 2010
1202 kr
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There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two …
Malliavin Calculus at Saint-Flour
Av Nobuyuki Ikeda, David Nualart m. fl.
Häftad, 2012
387 kr
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Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.
Stochastic Inequalities and Applications
Av Evariste Giné, Christian Houdré m. fl.
Inbunden, 2003
1093 kr
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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications …
STOCHASTIC ANALYSIS, STOCHASTIC SYSTEMS, AND APPLICATIONS TO FINANCE
Av Tsoi Allanus, Allanus Tsoi m. fl.
Inbunden, 2011
1306 kr
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This book introduces some advanced topics in probability theories — both pure and applied — is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book …
