portada Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More (en Inglés)

Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More (en Inglés)

Formato

Libro Físico

Autor

Laurent Decreusefond

Editorial

Springer

Idioma

Inglés

N° páginas

172

Encuadernación

Tapa Dura

Dimensiones

23.4x15.6x1.3 cm

Peso

0.44 kg.

ISBN13

9783031013102

Categorías

Probabilidad y estadística
Matemáticas aplicadas

Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More (en Inglés)

Laurent Decreusefond (Autor) · Springer · Tapa Dura

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Reseña del libro "Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More (en Inglés)"

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.