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Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (Hardcover, 1st ed. 2022)
Loot Price: R1,412
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Selected Topics in Malliavin Calculus - Chaos, Divergence and So Much More (Hardcover, 1st ed. 2022)
Series: Bocconi & Springer Series, 10
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.
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