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.
General
| Imprint: |
Springer International Publishing AG
|
| Country of origin: |
Switzerland |
| Series: |
Bocconi & Springer Series, 10 |
| Release date: |
June 2023 |
| First published: |
2022 |
| Authors: |
Laurent Decreusefond
|
| Dimensions: |
235 x 155mm (L x W) |
| Pages: |
172 |
| Edition: |
1st ed. 2022 |
| ISBN-13: |
978-3-03-101313-3 |
| Categories: |
Books
|
| LSN: |
3-03-101313-1 |
| Barcode: |
9783031013133 |
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