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Introduction to Malliavin Calculus
Engelsk
Bogcover for Introduction to Malliavin Calculus af David Nualart, Eulalia Nualart, 9781107611986
Specifikationer
Sprog:
Engelsk
Sider:
246
ISBN-13:
9781107611986
Indbinding:
Paperback
ISBN-10:
1107611989
Kategori:
Udg. Dato:
27 sep 2018
Størrelse i cm:
15,3 x 22,8 x 1,3
Oplagsdato:
27 sep 2018

Introduction to Malliavin Calculus

Engelsk
Paperback 2018
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
246
ISBN-13:
9781107611986
Indbinding:
Paperback
ISBN-10:
1107611989
Kategori:
Udg. Dato:
27 sep 2018
Størrelse i cm:
15,3 x 22,8 x 1,3
Oplagsdato:
27 sep 2018
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