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Selected Topics in Malliavin Calculus
Chaos, Divergence and So Much More
Por LAURENT DECREUSEFOND
Sinopsis
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 Itô calculus and some rudiments of functional analysis.
Léelo en cualquier dispositivo
Ficha Técnica
Editorial: Springer
ISBN: 9783031013119
Idioma: Inglés
Fecha de lanzamiento: 23/06/2022
Número: Bocconi & Springer Series
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