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181216 ||| eng |
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|a 9781139856485
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| 050 |
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4 |
|a QA174.2
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| 100 |
1 |
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|a Nualart, David
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| 245 |
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|a Introduction to Malliavin calculus
|c David Nualart, Eulalia Nualart
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| 260 |
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|a Cambridge
|b Cambridge University Press
|c 2018
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| 300 |
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|a xii, 236 pages
|b digital
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| 653 |
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|a Malliavin calculus
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| 653 |
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|a Stochastic analysis
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| 653 |
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|a Derivatives (Mathematics)
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| 653 |
|
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|a Calculus of variations
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| 700 |
1 |
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|a Nualart, Eulalia
|e [author]
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b CBO
|a Cambridge Books Online
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| 490 |
0 |
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|a Institute of Mathematical Statistics textbooks
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| 856 |
4 |
0 |
|u https://doi.org/10.1017/9781139856485
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 519.23
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| 520 |
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|a 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
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