Author: David Nualart

There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second editi …

This book introduces some advanced topics in probability theories â both pure and applied â is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms …

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The Malliavin calculus was developed to provide a probabilistic proof of Hoermander’s hypoellipticity theorem. The theory has expanded to encompass other significant applications. The main applicatio …

The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published …

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This vo …

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th – 26th July, 1995. These lectures are at a postgraduate research level. They are work …

In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to v …