Band 10
Selected Topics in Malliavin Calculus Chaos, Divergence and So Much More
Aus der Reihe
Bocconi & Springer Series
-
- Hardcover ausgewählt
- Taschenbuch
- eBook
-
Sprache:Englisch
Fr. 66.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
24.06.2022
Abbildungen
XI, 172 p. 4 illus., 1 illus. in color.
Verlag
SpringerSeitenzahl
172
Maße (L/B/H)
24.1/16/1.6 cm
Gewicht
395 g
Auflage
22001 Auflage 1st ed. 2022
Sprache
Englisch
ISBN
978-3-031-01310-2
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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