Isbn: 9781107611986 - introduction to malliavin calculus (institute of mathematical statistics textbooks, band 9) (institute of mathematical statistics textbooks, 9, band 9) (4 Ergebnisse)

Zustand: New. In English.

Zustand: New. 2018. 1st Edition. Paperback. . . . . . Books ship from the US and Ireland.

Paperback. Zustand: Brand New. 236 pages. 9.00x6.00x0.75 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.…