Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More
Language: English
Published by Springer, 2023
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 49.73
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - 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.
Seller Inventory # 9783031013133
- Title
- Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More
- Author
- Laurent Decreusefond
- Publisher
- Springer
- Publication year
- 2023
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3031013131
- ISBN 13
- 9783031013133
- Item weight
- 289 grams
- Dimensions
- 235x155x11 mm
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