{"product_id":"the-malliavin-calculus-and-related-david-nualart-9783540283287","title":"The Malliavin Calculus and Related Topics","description":"\u003cp\u003eThe Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discusses its main applications. This second edition includes recent applications in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e David Nualart\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540283285\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540283287\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/20\/2005\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 382\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.55lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.47h x 6.51w x 1.01d","brand":"David Nualart","offers":[{"title":"Hardcover","offer_id":44057457295615,"sku":"9783540283287","price":169.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_da412c5f-7bc8-4d24-a577-2dfb255b8c99.jpg?v=1685047091","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-malliavin-calculus-and-related-david-nualart-9783540283287","provider":"WR Book House","version":"1.0","type":"link"}