This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.
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Produkt-Hinweis
Broschur/Paperback
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Maße
Höhe: 216 mm
Breite: 140 mm
Dicke: 7 mm
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ISBN-13
978-0-486-44994-4 (9780486449944)
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Schweitzer Klassifikation
Preface
Introduction
1. Background material
2. The functional analytic approach
3. The variational approach
4. An elementary derivation of Malliavin's inequalities
5. A discussion of the different forms of the theory
6. Non-degeneracy of the covariance matrix under Hörmander's condition
7. Some further applications of the Malliavin calculus
References
Index
