书目名称 | Selected Topics in Malliavin Calculus |
副标题 | Chaos, Divergence an |
编辑 | Laurent Decreusefond |
视频video | |
概述 | Provides a pedagogical and‘self-contained introduction to Malliavin calculus.Covers some of the most modern applications of Malliavin calculus like the Malliavin-Stein method.Illustrates the links bet |
丛书名称 | Bocconi & Springer Series |
图书封面 |  |
描述 | 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.. . |
出版日期 | Textbook 2022 |
关键词 | Malliavin Calculus; Stein‘s Method; Brownian Motion; Poisson Process; Fractional Brownian Motion; Wiener |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-031-01311-9 |
isbn_softcover | 978-3-031-01313-3 |
isbn_ebook | 978-3-031-01311-9Series ISSN 2039-1471 Series E-ISSN 2039-148X |
issn_series | 2039-1471 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |