{
"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.",
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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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