Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction

• Material Type: 図書
• ISBN: 9781107016149
• Title: Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction
• Author/Editor: Horst Osswald.
• Series Title: Cambridge tracts in mathematics ; 191
• Author Heading: Osswald, Horst.
• Publication, Distribution, etc.: Cambridge : Cambridge University Press
• Publication Date: 2012.
• Publication Date (W3CDTF): 2012
• Extent: 407 p.
• Size: 24 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Malliavin calculus.; Lévy processes.; Brownian motion processes.; MATHEMATICS / Probability & Statistics / General.
• LCC: QA274
• DDC: 519.2/3
• NDLC: MA211
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and index.
• Holding library: 国立国会図書館
• Call No.: MA211-B119
• Related Material: Cover image; http://assets.cambridge.org/97811070/16149/cover/9781107016149.jpg; Contributor biographical information; http://www.loc.gov/catdir/enhancements/fy1205/2011051230-b.html; Publisher description; http://www.loc.gov/catdir/enhancements/fy1205/2011051230-d.html
• Has Format: Table of contents only; http://www.loc.gov/catdir/enhancements/fy1205/2011051230-t.html
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 023546581; http://id.ndl.go.jp/bib/023546581
• LC Control Number: 2011051230; https://lccn.loc.gov/2011051230
• Bibliographic Record Category (NDL): 211

• Contents: Machine generated contents note: 1. Preface; 2. Martingales; 3. Fourier and Laplace transformations; 4. Abstract Wiener-Fréchet spaces; 5. Two concept...
• Summary, etc.: "Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus a...