Introduction to Malliavin Calculus
(Part of the Institute of Mathematical Statistics Textbooks Series)
No Customer Reviews
Select Format
Select Condition 
Book 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.
Format:Paperback
Language:English
ISBN:1107611989
ISBN13:9781107611986
Release Date:September 2018
Publisher:Cambridge University Press
Length:246 Pages
Weight:0.76 lbs.
Dimensions:0.6" x 6.4" x 9.0"
Customer Reviews
0 rating
Copyright © 2025 Thriftbooks.com
Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
