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Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (1st ed. 2022) Loot Price: R994

Discovery Miles 9 940

Repayment Terms: R93 pm x 12*

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Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (1st ed. 2022): Laurent Decreusefond

Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (1st ed. 2022)

Laurent Decreusefond

Series: Bocconi & Springer Series, 10

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Was ~~R1,191~~ Loot Price R994 Discovery Miles 9 940 | Repayment Terms: R93 pm x 12* You Save R197 (17%)

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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 haveÂ knowledge of ItoÌ‚ 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 Promotions
LSN:	3-03-101313-1
Barcode:	9783031013133