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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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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Add this copy of Selected Topics in Malliavin Calculus to cart. $43.58, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2023 by Springer International Publishing AG.
Add this copy of Selected Topics in Malliavin Calculus: Chaos, to cart. $43.72, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2023 by Springer International Publishing AG.
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New. Contains: Illustrations, black & white, Illustrations, color. Bocconi & Springer Series . XI, 172 p. 4 illus., 1 illus. in color. Intended for professional and scholarly audience.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book from multilingual publisher. Shipped from UK within 4 to 14 days. Please check language within the description.
Add this copy of Selected Topics in Malliavin Calculus to cart. $52.20, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2022 by Springer International Publishing AG.
