Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More
2022 ed.
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
Product Classification:
Calculus & mathematical analysisProbability & statisticsApplied mathematics
Ksh 7,200.00
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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.
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