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The Malliavin calculus and related topics 2nd ed

The Malliavin calculus and related topics 2nd ed (2회 대출)

자료유형
단행본
개인저자
Nualart, David, 1951-.
서명 / 저자사항
The Malliavin calculus and related topics / David Nualart.
판사항
2nd ed.
발행사항
Berlin ;   New York :   Springer,   c2006.  
형태사항
xiv, 382 p. ; 25 cm.
총서사항
Probability and its applications
ISBN
9783540283287 (acid-free paper) 3540283285 (acid-free paper)
서지주기
Includes bibliographical references (p. [357]-375) and index.
일반주제명
Malliavin calculus.
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001 000045301557
005 20061027102539
008 051011s2006 gw b 001 0 eng
010 ▼a 2005935446
020 ▼a 9783540283287 (acid-free paper)
020 ▼a 3540283285 (acid-free paper)
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
050 0 0 ▼a QA274.2 ▼b .N83 2006
082 0 0 ▼a 519.2/2 ▼2 22
090 ▼a 519.22 ▼b N962m2
100 1 ▼a Nualart, David, ▼d 1951-.
245 1 4 ▼a The Malliavin calculus and related topics / ▼c David Nualart.
250 ▼a 2nd ed.
260 ▼a Berlin ; ▼a New York : ▼b Springer, ▼c c2006.
300 ▼a xiv, 382 p. ; ▼c 25 cm.
490 0 ▼a Probability and its applications
504 ▼a Includes bibliographical references (p. [357]-375) and index.
650 0 ▼a Malliavin calculus.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/과학기술실(5층)/ 청구기호 519.22 N962m2 등록번호 151215350 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Analysis on the Wiener space.- Regularity of probability laws.- Anticipating stochastic calculus.- Transformations of the Wiener measure.- Fractional Brownian motion.- Malliavin Calculus in finance.- Malliavin Calculus in finance.


정보제공 : Aladin

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