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Introduction to Malliavin Calculus
Description
(Institute of Mathematical Statistics Textbooks) 1st Edition
by David Nualart (Author), Eulalia Nualart (Author)
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 Lévy 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.
Details
Year:
2018
Pages:
250
Language:
English
Format:
PDF
Size:
1 MB
ISBN-10:
1107611989, 1107039126
ISBN-13:
978-1107611986, 978-1107039124
ASIN:
B07FSVMZ57
