You might also like

More about Selected Topics in Malliavin Calculus

• Book details
• Synopsis
• Trending among others

You get 140 loyalty points

Book synopsis

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have  knowledge of Ito calculus and some rudiments of functional analysis.

Book details

Book category Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Full title: Selected Topics in Malliavin Calculus
• Subtitle: Chaos, Divergence and So Much More
• Author: Laurent Decreusefond
• Language: English
• Binding: Hardback
• Number of pages: 172
• EAN: 9783031013102
• ID: 38835121
• Publisher: Springer International Publishing AG
• Weight: 422 g
• Dimensions: 243 × 160 × 17 mm
• Date of publishing: 24. June 2022

---

---

---