Malliavin Calculus and Stochastic Analysis

A Festschrift in Honor of David Nualart

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Malliavin Calculus and Stochastic Analysis by , Springer US
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Author: ISBN: 9781461459064
Publisher: Springer US Publication: February 15, 2013
Imprint: Springer Language: English
Author:
ISBN: 9781461459064
Publisher: Springer US
Publication: February 15, 2013
Imprint: Springer
Language: English

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

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