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Introduction to Malliavin Calculus
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Introduction to Malliavin Calculus

1 689 kr

1 689 kr

Tidligere laveste pris:

1 698 kr

På lager

To., 26 juni - on., 2 juli


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris

Produktbeskrivelse

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.

Artikkel nr.

b65c8de2-ea1c-5e3e-a9e7-529e7c95d36d

Introduction to Malliavin Calculus

1 689 kr

1 689 kr

Tidligere laveste pris:

1 698 kr

På lager

To., 26 juni - on., 2 juli


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris