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＜電子ブック＞
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.
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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