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Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion (English, Horst Osswald)
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Specifications
| Publisher | Cambridge University Press |
| Language | English |
| ISBN-13 | 9781107016149 |
| ISBN-10 | 1107016142 |
| Author | Horst Osswald |
Product Description
Here on GlowMirror, you'll find Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion filed under Statistics -- everything you need to know is covered below.
About the Book
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Ma…
ISBN: 9781107016149
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Statistics
Who Should Read This
Beginners and newcomers to the subject, as well as curious general readers.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
Frequently Asked Questions
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Is Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion available in English?
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is available in English on GlowMirror.
Who is the author of Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion?
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is authored by Horst Osswald.
Who published Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion?
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is published by Cambridge University Press.
How many pages does Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion have?
Page count information for Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is available in the specifications section of this page.
How long does it take to read Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion?
At an average reading speed of 250 words per minute, reading Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion takes a few hours to a few days depending on reading pace.
What is Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion about?
About the Book
Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of non...
Is Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion suitable for beginners?
Whether Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is suitable for beginners depends on your background in Statistics. Review the product description and specifications above for details on the target audience and difficulty level.
What edition is Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion?
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion is from the Cambridge University Press edition/year. Check the specifications section for full edition details.
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Is Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion a new or used book?
Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion listed on GlowMirror is a brand new book in good condition.
Can I get Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion delivered across India?
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