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

2022 ed.

by Laurent Decreusefond

Book Details

Format Hardback or Cased Book

Book Series Bocconi & Springer Series

ISBN-10 3031013107

ISBN-13 9783031013102

Edition 2022 ed.

Publisher Springer International Publishing AG

Imprint Springer International Publishing AG

Country of Manufacture GB

Country of Publication GB

Publication Date Jun 24th, 2022

Print length 172 Pages

Weight 422 grams

Dimensions 24.30 x 16.00 x 1.70 cms

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Ksh 5,400.00

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This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. 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 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.

Get Selected Topics in Malliavin Calculus by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.