Introduction to Malliavin Calculus
(Part of the Institute of Mathematical Statistics Textbooks Series)
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Book Overview
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...
Format:Hardcover
Language:English
ISBN:1107039126
ISBN13:9781107039124
Release Date:September 2018
Publisher:Cambridge University Press
Length:246 Pages
Weight:1.03 lbs.
Dimensions:0.7" x 6.7" x 9.3"
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