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Introduction to Malliavin Calculus (Institute of Mathematical Statistics
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 Levy 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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| Item | 176518579611 |
|---|---|
| Seller |
loveourprices2 ( 102115 ⭐ ) 96.7% Location: Hillsdale, AU, NSW Accept Payments With , |
| Shipping | See shipping cost, Ships to United Kingdom, ... |
| Guarantee | eBay Money Back Guarantee |
| Condition | Brand New |
| EAN | 9781107611986 |
| UPC | 9781107611986 |
| ISBN | 9781107611986 |
| Book Title | Introduction to Malliavin Calculus (Institute of M |
| Item Length | 22.8 cm |
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