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Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / by Laurent Decreusefond
(Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics. ISSN:2039148X ; 10)
版 | 1st ed. 2022. |
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出版者 | Cham : Springer International Publishing : Imprint: Springer |
出版年 | 2022 |
本文言語 | 英語 |
大きさ | XI, 172 p. 4 illus., 1 illus. in color : online resource |
著者標目 | *Decreusefond, Laurent author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Stochastic processes LCSH:Calculus LCSH:Mathematical statistics FREE:Probability Theory FREE:Stochastic Calculus FREE:Mathematical Statistics |
一般注記 | 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 Itô calculus and some rudiments of functional analysis HTTP:URL=https://doi.org/10.1007/978-3-031-01311-9 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783031013119 |
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EB00239771 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000141851 |
ISBN | 9783031013119 |