Selected topics in Malliavin calculus

by Laurent Decreusefond | 25 June 2023
PAPERBACK
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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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.
In stock online
Extended Range: Delivery in 2-3 working days
Free delivery on this item
173 Reward Points

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

€57.99
In stock online
Extended Range: Delivery in 2-3 working days
Free delivery on this item
173 Reward Points

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Product Description

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.

About the Author

Product Details

ISBN9783031013133

FormatPAPERBACK

PublisherSPRINGER (25 June. 2023)

No. of Pages172

Weight291

Language English

Dimensions 235 x 155 x 13

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