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Selected topics in Malliavin calculuschaos, divergence and so much more /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Selected topics in Malliavin calculusby Laurent Decreusefond.
Reminder of title:	chaos, divergence and so much more /
Author:	Decreusefond, Laurent.
Published:	Cham :Springer International Publishing :2022.
Description:	xi, 172 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Malliavin calculus.
Online resource:	https://doi.org/10.1007/978-3-031-01311-9
ISBN:	9783031013119$q(electronic bk.)

Selected topics in Malliavin calculuschaos, divergence and so much more /
Decreusefond, Laurent.

Selected topics in Malliavin calculuschaos, divergence and so much more /[electronic resource] :by Laurent Decreusefond. - Cham :Springer International Publishing :2022. - xi, 172 p. :ill. (some col.), digital ;24 cm. - Bocconi & Springer series, mathematics, statistics, finance and economics,v. 102039-148X ;. - Bocconi & Springer series, mathematics, statistics, finance and economics ;v.9..

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$q(electronic bk.)

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

593374
Malliavin calculus.

LC Class. No.: QA274.2 / .D43 2022

Dewey Class. No.: 519.2

Selected topics in Malliavin calculuschaos, divergence and so much more /
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