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001 ocn300721780;

003 OCoLC;

005 20141212050239.0;

008 090129s2009 riu b 101 0 eng ;

010 a| 2009003082;

020 a| 9780821847794 (alk. paper);

020 a| 0821847791 (alk. paper);

029 1 a| NZ1b| 12890595;

029 1 a| HEBISb| 213398672;

035 a| (Sirsi) o300721780;

035 a| (OCoLC)300721780;

042 a| pcc;

049 a| EREE;

050 00 a| QA274.2b| .N828 2009;

082 00 a| 519.22| 22;

090 a| QA1b| .R33 no. 110;

100 1 a| Nualart, David,d| 1951-=| ^A363862;

245 10 a| Malliavin calculus and its applications /c| David Nualart.;

300 a| viii, 85 pages ;c| 26 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| CBMS regional conference series in mathematics ;v| no. 110;

500 a| "This monograph is compiled from the notes of a series of ten lectures given at the NSF-CBMS Conference on Malliavin Calculus and its Applictions at Kent State University, Ohio, August 7th to 12th, 2008"--P. vii.;

504 a| Includes bibliographical references (p. 81-83) and index.;

505 0 a| The derivative operator -- The divergence operator -- The Ornstein-Uhlenbeck semigroup -- Sobolev spaces and equivalence of norms -- Regularity of probability laws -- Support properties. Density of the maximum -- Application of Malliavin calculus to diffusion processes -- The divergence operator as a stochastic integral -- Central limit theorems and Malliavin calculus -- Applications of Malliavin calculus in finance.;

650 0 a| Malliavin calculusv| Congresses.=| ^A286905;

650 0 a| Calculus of variationsv| Congresses.=| ^A1017678;

711 2 a| NSF-CBMS Conference on Malliavin Calculus and its Applicationsd| (2008 :c| Kent State University)=| ^A1016621;

830 0 a| Regional conference series in mathematicsv| no. 110.=| ^A58601;

949 a| QA1 .R33 no. 110h| JOYNER48o| jawwi| 30372015402966;

994 a| C0b| ERE;

590 a| FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, REGIONAL CONFERENCE SERIES IN MATHEMATICS, SEARCH BY CALL NUMBER QA1 .R33.;

596 a| 1;

998 a| 2195070;

999 a| QA1 .R33 NO. 110w| LCc| 1i| 30372015402966d| 12/4/2012e| 4/29/2010f| 12/4/2012g| 1l| JGESm| JOYNERr| Ys| Yt| JGESBKu| 4/28/2010x| BOOKz| JSTACKSo| .STAFF. jaww;

Malliavin calculus and its applications / David Nualart.

Author/creator	Nualart, David, 1951-
Other author	NSF-CBMS Conference on Malliavin Calculus and its Applications (2008 : Kent State University)
Format	Book
Publication Info	Providence, R.I. : Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation, ©2009.
Description	viii, 85 pages ; 26 cm.
Subjects	Malliavin calculus--Congresses. Calculus of variations--Congresses.

Series	CBMS regional conference series in mathematics ; no. 110 Regional conference series in mathematics no. 110. ^A58601
Contents	The derivative operator -- The divergence operator -- The Ornstein-Uhlenbeck semigroup -- Sobolev spaces and equivalence of norms -- Regularity of probability laws -- Support properties. Density of the maximum -- Application of Malliavin calculus to diffusion processes -- The divergence operator as a stochastic integral -- Central limit theorems and Malliavin calculus -- Applications of Malliavin calculus in finance.
Local note	FOR JOYNER LIBRARY HOLDINGS OF THE SERIES, REGIONAL CONFERENCE SERIES IN MATHEMATICS, SEARCH BY CALL NUMBER QA1 .R33.
General note	"This monograph is compiled from the notes of a series of ten lectures given at the NSF-CBMS Conference on Malliavin Calculus and its Applictions at Kent State University, Ohio, August 7th to 12th, 2008"--P. vii.
Bibliography note	Includes bibliographical references (p. 81-83) and index.
LCCN	2009003082
ISBN	9780821847794 (alk. paper)
ISBN	0821847791 (alk. paper)

Malliavin calculus and its applications / David Nualart.

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