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Titlebook: Selected Topics in Malliavin Calculus; Chaos, Divergence an Laurent Decreusefond Textbook 2022 The Editor(s) (if applicable) and The Author

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发表于 2025-3-21 19:18:25 | 显示全部楼层 |阅读模式
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Titlebook: Selected Topics in Malliavin Calculus; Chaos, Divergence an Laurent Decreusefond Textbook 2022 The Editor(s) (if applicable) and The Author
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
doihttps://doi.org/10.1007/978-3-031-01311-9
isbn_softcover978-3-031-01313-3
isbn_ebook978-3-031-01311-9Series ISSN 2039-1471 Series E-ISSN 2039-148X
issn_series 2039-1471
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
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发表于 2025-3-21 23:52:03 | 显示全部楼层
2039-1471 us like the Malliavin-Stein method.Illustrates the links bet 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 wa
发表于 2025-3-22 00:54:36 | 显示全部楼层
Fractional Brownian Motion,seen earlier, for the Brownian motion, the Malliavin divergence generalizes the Itô integral and can be constructed for the fBm, so it is tempting to view it as an ersatz of a stochastic integral. Actually, the situation is not that simple and depends on what we call a stochastic integral.
发表于 2025-3-22 06:08:59 | 显示全部楼层
Gradient and Divergence,ssibility to use Fréchet calculus on such a space. The Cameron-Martin theorem says that we must restrict the directions in which we can derive to a dense but negligeable set. Hence the importance of the Gross-Sobolev-Malliavin gradient we define now.
发表于 2025-3-22 11:49:40 | 显示全部楼层
Fractional Brownian Motion, to be considered as viable models. In particular, there were strong suspicions that the data exhibit long range dependence. It is in this context that the fractional Brownian motion, introduced by B. Mandelbrot in the late sixties and almost forgotten since, enjoyed a new rise of interest. It is a
发表于 2025-3-22 14:37:38 | 显示全部楼层
发表于 2025-3-22 17:44:12 | 显示全部楼层
Textbook 2022 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
发表于 2025-3-22 23:27:57 | 显示全部楼层
发表于 2025-3-23 02:47:27 | 显示全部楼层
Laurent Decreusefondom different methodologies.Explains how to integrate decisioGain a working knowledge of prescriptive AI, its history, and its current and future trends. This book will help you evaluate different AI-driven predictive analytics techniques and help you incorporate decision intelligence into your busin
发表于 2025-3-23 07:51:42 | 显示全部楼层
Laurent Decreusefondaterials for PE technology. They include metallic materials such as Ag, Cu, and Au, organic molecules such as PEDOT/PSS (poly (3,4-ethylenedioxy-thiophene) poly (styrenesulfonate)), and ceramics such as oxides and carbon nanomaterials. As wiring materials, since electrical conductivity is the most i
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