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Selected Topics in Malliavin Calculus
- Chaos, Divergence and So Much More
Engelsk
Bogcover for Selected Topics in Malliavin Calculus af Laurent Decreusefond, 9783031013102
Specifikationer
Sprog:
Engelsk
Sider:
172
ISBN-13:
9783031013102
Indbinding:
Hardback
ISBN-10:
3031013107
Udg. Dato:
24 jun 2022
Størrelse i cm:
24,3 x 16,0 x 1,7
Oplagsdato:
24 jun 2022
Forfatter(e):

Selected Topics in Malliavin Calculus

- Chaos, Divergence and So Much More
Engelsk
Hardback 2022
Format:

Bog beskrivelse
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 Itô calculus and some rudiments of functional analysis.
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Specifikationer
Sprog:
Engelsk
Sider:
172
ISBN-13:
9783031013102
Indbinding:
Hardback
ISBN-10:
3031013107
Udg. Dato:
24 jun 2022
Størrelse i cm:
24,3 x 16,0 x 1,7
Oplagsdato:
24 jun 2022
Forfatter(e):
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