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- 2011051230 contributor B12160032.
- 2011051230 date "2012".
- 2011051230 description "Includes bibliographical references (pages 398-403) and index.".
- 2011051230 description "Machine generated contents note: 1. Preface; 2. Martingales; 3. Fourier and Laplace transformations; 4. Abstract Wiener-Fréchet spaces; 5. Two concepts of no-anticipation in time; 6. Malliavin calculus on the space of real sequences; 7. Introduction to poly-saturated models of mathematics; 8. Extension of the real numbers; 9. Topology; 10. Measure and integration on Loeb spaces; 11. From finite- to infinite-dimensional Brownian motion; 12. The Itô integral for infinite-dimensional Brownian motion; 13. Multiple integrals; 14. Infinite-dimensional Ornstein-Uhlenbeck processes; 15. Lindstrøm's construction of standard Lévy processes from discrete ones; 16. Stochastic integration for Lévy processes; 17. Chaos decomposition (for infinite-dimensional Brownian motion); 18. The Malliavin derivative; 19. The Skorohod integral; 20. The interplay between derivative and integral; 21. Skorohod integral processes; 22. Girsanov transformations; 23. Malliavin calculus for Lévy processes (Chaos, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes, Smooth representations, a communication rule for derivative and limit, product-, chainrule, Girsanov transformations); 24. Poly-saturated models; 25. The existence of poly-saturated models; References; Index.".
- 2011051230 extent "xix, 407 pages ;".
- 2011051230 identifier "9781107016149".
- 2011051230 identifier 9781107016149.jpg.
- 2011051230 identifier 2011051230-b.html.
- 2011051230 identifier 2011051230-d.html.
- 2011051230 identifier 2011051230-t.html.
- 2011051230 isPartOf "Cambridge tracts in mathematics ; 191".
- 2011051230 issued "2012".
- 2011051230 language "eng".
- 2011051230 subject "519.2/3 23".
- 2011051230 subject "Brownian motion processes.".
- 2011051230 subject "Lévy processes.".
- 2011051230 subject "MATHEMATICS / Probability & Statistics / General. bisacsh".
- 2011051230 subject "Malliavin calculus.".
- 2011051230 subject "QA274 .O87 2012".
- 2011051230 tableOfContents "Machine generated contents note: 1. Preface; 2. Martingales; 3. Fourier and Laplace transformations; 4. Abstract Wiener-Fréchet spaces; 5. Two concepts of no-anticipation in time; 6. Malliavin calculus on the space of real sequences; 7. Introduction to poly-saturated models of mathematics; 8. Extension of the real numbers; 9. Topology; 10. Measure and integration on Loeb spaces; 11. From finite- to infinite-dimensional Brownian motion; 12. The Itô integral for infinite-dimensional Brownian motion; 13. Multiple integrals; 14. Infinite-dimensional Ornstein-Uhlenbeck processes; 15. Lindstrøm's construction of standard Lévy processes from discrete ones; 16. Stochastic integration for Lévy processes; 17. Chaos decomposition (for infinite-dimensional Brownian motion); 18. The Malliavin derivative; 19. The Skorohod integral; 20. The interplay between derivative and integral; 21. Skorohod integral processes; 22. Girsanov transformations; 23. Malliavin calculus for Lévy processes (Chaos, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes, Smooth representations, a communication rule for derivative and limit, product-, chainrule, Girsanov transformations); 24. Poly-saturated models; 25. The existence of poly-saturated models; References; Index.".
- 2011051230 title "Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction / Horst Osswald.".
- 2011051230 type "text".
