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02046cam a22003494a 4500 001 C54CF7F8253811DF9B7CADF9A7D7520A 003 SILO 005 20100301073843 008 090129s2009 riu b 101 0 eng 010 $a 2009003082 020 $a 0821847791 (alk. paper) 020 $a 9780821847794 (alk. paper) 035 $a (OCoLC)300721780 040 $a DLC $c DLC $d SILO $d IWA $d SILO 042 $a pcc 100 1 $a Nualart, David, $d 1951- 245 1 $a Malliavin calculus and its applications / $c David Nualart. 260 $a Providence, R.I. : $b Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation, $c c2009. 300 $a viii, 85 p. ; $c 26 cm. 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"--pref. 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 calculus $v Congresses. 650 0 $a Calculus of variations $v Congresses. 711 2 $a NSF-CBMS Conference on Malliavin Calculus and its Applications $d (2008 : $c Kent State University) 830 0 $a Regional conference series in mathematics $v no. 110. 941 $a 2 952 $l OVUX522 $d 20190212022330.0 952 $l USUX851 $d 20180703064815.0 956 $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=C54CF7F8253811DF9B7CADF9A7D7520A 994 $a 02 $b IWAInitiate Another SILO Locator Search