Introduction to Malliavin Calculus Paperback / softback
by David (University of Kansas) Nualart, Eulalia (Universitat Pompeu Fabra, Barcelona) Nualart
Part of the Institute of Mathematical Statistics Textbooks series
Paperback / softback
Description
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research.
It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion.
The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes.
Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.
Information
-
Only a few left - usually despatched within 24 hours
- Format:Paperback / softback
- Pages:246 pages
- Publisher:Cambridge University Press
- Publication Date:27/09/2018
- Category:
- ISBN:9781107611986
£29.99
£27.65
Information
-
Only a few left - usually despatched within 24 hours
- Format:Paperback / softback
- Pages:246 pages
- Publisher:Cambridge University Press
- Publication Date:27/09/2018
- Category:
- ISBN:9781107611986
