Introduction to Malliavin Calculus: 9 (Institute of Mathematical Statistics Textbooks, Series Number 9) - Hardcover

Nualart, David; Nualart, Eulalia

Hardcover

ISBN 10: 1107039126 ISBN 13: 9781107039124

Publisher: Cambridge University Press, 2018

Synopsis

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

About this title

About the Authors

David Nualart is the Black-Babcock Distinguished Professor in the Department of Mathematics at the University of Kansas. He has published around 300 scientific articles in the field of probability and stochastic processes, and he is the author of the fundamental monograph The Malliavin Calculus and Related Topics (2005). He has served on the editorial board of leading journals in probability, and from 2006 to 2008 was the editor-in-chief of Electronic Communications in Probability. He was elected Fellow of the Institute of Mathematical Statistics in 1997 and he received the Higuchi Award on Basic Sciences in 2015.

Eulàlia Nualart is Associate Professor at Universitat Pompeu Fabra, Barcelona and a Barcelona Graduate School of Economics (GSE) Affiliated Professor. She is also the Deputy Director of the Barcelona GSE Master Program in Economics. Her research interests include stochastic analysis, Malliavin calculus, fractional Brownian motion, and Lévy processes. She has publications in top journals such as Stochastic Processes and their Applications, Annals of Probability, and the Journal of Functional Analysis. In 2013 she was awarded a Marie Curie Career Integration Grant.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2018
• Language: English
• ISBN 10: 1107039126
• ISBN 13: 9781107039124
• Binding: Hardcover
• Number of pages: 246