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Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More

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Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More - Decreusefond, Laurent
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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 ...

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Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More 2023, Springer International Publishing AG, Cham

ISBN-13: 9783031013133

Paperback

Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More 2022, Springer International Publishing AG, Cham

ISBN-13: 9783031013102

Hardcover