Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More Hardback
by Laurent Decreusefond
Part of the Bocconi & Springer Series series
Hardback
Description
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.
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:172 pages, 1 Illustrations, color; 3 Illustrations, black and white; XI, 172 p. 4 illus., 1 illus. i
- Publisher:Springer International Publishing AG
- Publication Date:24/06/2022
- Category:
- ISBN:9783031013102
Other Formats
- Paperback / softback from £31.59
£39.99
£31.59
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:172 pages, 1 Illustrations, color; 3 Illustrations, black and white; XI, 172 p. 4 illus., 1 illus. i
- Publisher:Springer International Publishing AG
- Publication Date:24/06/2022
- Category:
- ISBN:9783031013102
