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Introduction to Malliavin Calculus (Paperback) Loot Price: R1,215
Discovery Miles 12 150
Repayment Terms: R114 pm x 12*
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Introduction to Malliavin Calculus (Paperback): David Nualart, Eulalia Nualart

Introduction to Malliavin Calculus (Paperback)

David Nualart, Eulalia Nualart

Series: Institute of Mathematical Statistics Textbooks

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Loot Price R1,215 Discovery Miles 12 150 | Repayment Terms: R114 pm x 12*

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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
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LSN: 1-107-61198-9
Barcode: 9781107611986

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