Selected Topics in Malliavin Calculus
Chaos, Divergence and So Much More
This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have knowledge of Itö calculus and some rudiments of functional analysis.
Mehr anzeigenSofort verfügbar, Lieferzeit: 1-3 Tage
Nur noch 1 Artikel verfügbar!
Weitere Infos zum Zustand
29,90 €
Preise inkl. MwSt. zzgl. Versandkosten
14 Tage Zufriedenheitsgarantie
Risikofrei bestellen
Geprüfte Gebrauchtware
Einzeln geprüft
Produktinformationen "Selected Topics in Malliavin Calculus"
Anmelden
Versandkostenfrei ab 29 €
14 Tage Rückgaberecht - Kein Risiko
Geprüfte Gebrauchtware