# Malliavin Calculus with Applications to Stochastic Partial Differential Equations

DOI link for Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Malliavin Calculus with Applications to Stochastic Partial Differential Equations book

# Malliavin Calculus with Applications to Stochastic Partial Differential Equations

DOI link for Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Malliavin Calculus with Applications to Stochastic Partial Differential Equations book

ByMarta Sanz-Sole

Edition 1st Edition

First Published 2005

eBook Published 17 August 2005

Pub. location New York

Imprint EPFL Press

Pages 150 pages

eBook ISBN 9780429104312

SubjectsMathematics & Statistics

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Sanz-Sole, M. (2005). Malliavin Calculus with Applications to Stochastic Partial Differential Equations. New York: EPFL Press, https://doi.org/10.1201/9781439818947

Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.

This book present