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  • Introduction to Malliavin Calculus (Institute of Mathematical Statistics

    • Item No : 375640942555
    • Condition : Brand New
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    • Seller : loveourprices2
    • Current Bid : US $49.67
    • * Item Description

    • 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 Levy 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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