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Science, Nature & Maths      Mathematics

Introduction to Malliavin Calculus: 9 (Institute of Mathematical Statistics Textbooks, Series Number 9)

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Hard Cover
£119.00
£98.77
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Book Details
Language
English
Publishers
Cambridge University Press (22 Nov. 2018)
Weight
0.5 KG
Publication Date
22/02/2024
ISBN-10
1107039126
Pages
246 pages
ISBN-13
9781107039124
Dimensions
15.88 x 1.91 x 23.5 cm
SKU
9781107039124
Author Name
David Nualart (Author)
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This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion.

The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.

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