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{ "item_title" : "Introduction to Malliavin Calculus", "item_author" : [" David Nualart", "Eulalia Nualart "], "item_description" : "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 L vy 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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/1/10/761/198/1107611989_b.jpg", "price_data" : { "retail_price" : "53.00", "online_price" : "53.00", "our_price" : "53.00", "club_price" : "53.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Introduction to Malliavin Calculus|David Nualart

Introduction to Malliavin Calculus

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Overview

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 L vy 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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Details

  • ISBN-13: 9781107611986
  • ISBN-10: 1107611989
  • Publisher: Cambridge University Press
  • Publish Date: September 2018
  • Dimensions: 8.98 x 6.42 x 0.57 inches
  • Shipping Weight: 0.76 pounds
  • Page Count: 246

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