Introduction to Malliavin Calculus - pr_130734

Introduction to Malliavin Calculus

By David Nualart, Eulalia Nualart

Trade Paperback

$79.60

Or 4 payments of $19.90 with

delivery message Free delivery for orders over $49.99

Add to Wish List
Delivered in 10 - 14 days
Available for Click and Collect
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 Levy 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.

Product code: 9781107611986

ISBN 9781107611986
Dimensions (HxWxD in mm) H228xW152xS13
No. Of Pages 246
Publisher Cambridge University Press
Series Institute of Mathematical Statistics Textbooks
This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.