Introduction to Malliavin Calculus (English, David Nualart | Eulalia Nualart)
by David Nualart | Eulalia Nualart
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107611986
ISBN-10
1107611989
Author
David Nualart | Eulalia Nualart
About the Book
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 stochast…
ISBN: 9781107611986
ISBN-13: 9781107611986
ISBN-10: 1107611989
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Product ID: isbn-9781107611986
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