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Selected Topics in Malliavin Calculus = Chaos, Divergence and So Much More /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Selected Topics in Malliavin Calculus/ by Laurent Decreusefond.
Reminder of title:	Chaos, Divergence and So Much More /
Author:	Decreusefond, Laurent.
Description:	XI, 172 p. 4 illus., 1 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Probabilities. -
Online resource:	https://doi.org/10.1007/978-3-031-01311-9
ISBN:	9783031013119

Selected Topics in Malliavin Calculus = Chaos, Divergence and So Much More /
Decreusefond, Laurent.

Selected Topics in Malliavin CalculusChaos, Divergence and So Much More /[electronic resource] :by Laurent Decreusefond. - 1st ed. 2022. - XI, 172 p. 4 illus., 1 illus. in color.online resource. - Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,102039-148X ;. - Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,6.

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.

ISBN: 9783031013119

Standard No.: 10.1007/978-3-031-01311-9doiSubjects--Topical Terms:

527847
Probabilities.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Selected Topics in Malliavin Calculus = Chaos, Divergence and So Much More /
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