000			01671 a2200229 4500
999			_c53406 _d53406
008			201022b ||||| |||| 00| 0 eng d
020			_a9780486449944
082			_a519.5 _bBEL
100			_aBell, Denis R.
245			_aMalliavin calculus
260			_bDover Publications, _c2006. _aNew York:
300			_ax, 113 p. ; _bpb; _c21 cm.
365			_aUSD _b11.95
504			_aIncludes bibliographical references and index.
520			_aThis 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			_aMathematics
650			_aFunctional Analysis
650			_aMalliavin Calculus
650			_aStochastic Analysis
650			_aStochastic Integrals
942			_2ddc _cTD