Malliavin calculus (Record no. 53406)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01671 a2200229 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 201022b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780486449944 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Item number | BEL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bell, Denis R. |
| 245 ## - TITLE STATEMENT | |
| Title | Malliavin calculus |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | Dover Publications, |
| Date of publication, distribution, etc | 2006. |
| Place of publication, distribution, etc | New York: |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | x, 113 p. ; |
| Other physical details | pb; |
| Dimensions | 21 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 11.95 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This introduction to Malliavin's stochastic calculus of variations is suitable for graduate students and professional mathematicians. Author Denis R. Bell particularly emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications.The first chapter covers enough technical background to make the subsequent material accessible to readers without specialized knowledge of stochastic analysis. Succeeding chapters examine the functional analytic and variational approaches (with extensive explorations of the work of Stroock and Bismut); and elementary derivation of Malliavin's inequalities and a discussion of the different forms of the theory; and the non-degeneracy of the covariance matrix under Hormander's condition. The text concludes with a brief survey of applications of the Malliavin calculus to problems other than Hormander's. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Functional Analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Malliavin Calculus |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic Analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic Integrals |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General | IIT Gandhinagar | IIT Gandhinagar | General Stacks | 22/10/2020 | Kushal Books | 888.60 | 519.5 BEL | 029626 | 22/10/2020 | 1 | 888.60 | Books |
