Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks #9)
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- Synopsis
- 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.
- Copyright:
- 2018
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781108669696
- Related ISBNs:
- 9781107039124, 9781107039124
- Publisher:
- Cambridge University Press
- Date of Addition:
- 09/30/18
- Copyrighted By:
- David Nualart and Eulalia Nualart
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.