Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More (1st ed. 2022) (Bocconi And Springer Ser. #10)
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- Synopsis
- 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 Itò‚ calculus and some rudiments of functional analysis.
- Copyright:
- 2022
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783031013119
- Related ISBNs:
- 9783031013102
- Publisher:
- Springer International Publishing
- Date of Addition:
- 07/24/22
- Copyrighted By:
- The Editor
- 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.