Introduction to Malliavin Calculus (Paperback)

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 Levy 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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Institute of Mathematical Statistics Textbooks
Release date:	September 2018
Authors:	David Nualart • Eulalia Nualart
Dimensions:	228 x 152 x 13mm (L x W x T)
Format:	Paperback - Trade
Pages:	246
ISBN-13:	978-1-107-61198-6
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	1-107-61198-9
Barcode:	9781107611986

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