The Malliavin Calculus
β Denis R. Bell
π Library
π
2006
π Dover Publications, Inc.
π English
β¦ LIBER β¦
π
Large Deviations and the Malliavin Calculus
β Scribed by Jean-Michel Bismut
- Publisher
- BirkhΓ€user
- Year
- 1984
- Tongue
- English
- Leaves
- 232
- Series
- Progress in Mathematics 45
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
This book is a unique and profound contribution to
the investigation of diffusion processes and
stochastic analysis on manifolds. It employs the
M alliavin calculus and large deviation techniques
to study the asymptotics of the conditional
probabilities of bridges associated with certain
hypoelliptic diffusions. The program is fully
completed in the elliptic case. In the hypoelliptic
case, a deterministic Malliavin calculus is
developed which exhibits the importance of the
corresponding Malliavin covariance matrix in
studying the curves of minimal action, and their
relations to bicharacteristic curves. Two
conjectures are formulated in the hypoelliptic
case. A case study is done for the Heisenberg
group.
An important volume for research
mathematicians working in probability, diffusion
theory, geometry, and mathematical physics.
π SIMILAR VOLUMES
The Malliavin calculus
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<div>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 de
The Malliavin Calculus and Related Topic
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<P>The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to HΓΆrmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and dis
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The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to HΓΆrmander's sum of squares theorem but has found a range of applications in stochastic analysis. This book presents the features of Malliavin calculus and discus
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From the reviews "This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years. None of this material has ever appeared in book form before. The high quality of this work [...] makes a fascinating subject and its open p
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