"mesure Wiener." . . "Distribution (Probability theory)" . . "Distribution (Probability theory)." . "Równania różniczkowe stochastyczne." . . "calcul variation." . . "Malliavin calculus." . . "Malliavin calculus" . "Stochastische analyse." . . "Procesos estocásticos." . . "processus Markov." . . "Stochastische Analysis." . . "Rachunek Malliavina." . . "Probabilités Calcul." . . . . . . . . . . . "Electronic books"@en . "The Malliavin calculus and related topics" . "The Malliavin calculus and related topics"@en . . . . . . . . . . "Malliavin calculus and related topics" . . . . . . . . . . . . . . . . . . . . . . . . . . . . "The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space. This monograph presents the main features of the Malliavin calculus and discusses its main applications. It includes applications of the Malliavin calculus in finance and a chapter on stochastic calculus with respect to the fractional Brownian motion."@en . . . . . "Llibres electrònics" . . . . . . . . "The Malliavin Calculus and Related Topics"@en . "The Malliavin Calculus and Related Topics" . . . . . . . . . . . . . . . . . . . . . . . . "The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to provide a probabilistic proof to Hormander's \"sum of squares\" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hormander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions." . . . . "The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on the Wiener space. Originally, it was developed to provide a probabilistic proof to Hormander's \"sum of squares\" theorem, but more recently it has found application in a variety of stochastic differential equation problems. This monograph presents the main features of the Malliavin calculus and discusses in detail its connection with the anticipating stochastic calculus. The author begins by developing analysis on the Wiener space, and then uses this to analyze the regularity of probability laws and to prove Hormander's theorem. Subsequent chapters apply the Malliavin calculus to anticipating stochastic differential equations and to studying the Markov property of solutions to stochastic differential equations with boundary conditions."@en . . . . . . . . . . . . "Analisi di Malliavin." . . "calcul stochastique." . . "Anàlisi estocàstica." . . "Probabilitats." . . "Probabilitats" . "Matemàtica." . . "espace Sobolev." . . "stochastique." . . "Mathematics." . . "Malliavin, Calcul de." . . "Malliavin, calcul de." . "calcul Malliavin." . . "intégrale Wiener." . . "Cálculo de Malliavin." . . "loi probabilité" . . "Calcul des variations." . . "Càlcul de Malliavin." . . "Calcul de Malliavin." . "Stochastische processen." . . "intégrale stochastique." . . "Malliavin-Kalkül." . . "Malliavin-Kalkül" . "Electronic books." . . "Analyse stochastique." . . "Distribució (Teoria de la probabilitat)" . . "Verjetnost Malliavinov račun." . . "Analisi funzionale." . . "martingale." . . "Análise estocástica." . . "équation différentielle." . . "MATHEMATICS Probability & Statistics General." . . "statistics" . . "Probability Theory and Stochastic Processes." . . "Probability Theory and Stochastic Processes" .