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Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (Hardcover, 1st ed. 2022) Loot Price: R1,467

Discovery Miles 14 670

Repayment Terms: R137 pm x 12*

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

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

Laurent Decreusefond

Series: Bocconi & Springer Series, 10

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Loot Price R1,467 Discovery Miles 14 670 | Repayment Terms: R137 pm x 12*

Expected to ship within 10 - 15 working days

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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 have knowledge of Ito 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 2022
First published:	2022
Authors:	Laurent Decreusefond
Dimensions:	235 x 155 x 17mm (L x W x T)
Format:	Hardcover
Pages:	172
Edition:	1st ed. 2022
ISBN-13:	978-3-03-101310-2
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	3-03-101310-7
Barcode:	9783031013102