Selected Topics in Malliavin Calculus

Chaos, Divergence and So Much More

Autor*innen

• Laurent Decreusefond

Parameter

• 184 Seiten
• 7 Lesestunden

• Mathematik

Mehr zum Buch

Focusing on a variety of proof techniques rather than exhaustive results, this book serves as an accessible introduction to Malliavin calculus for students familiar with Ito calculus and basic functional analysis. Originating from graduate courses at Paris-Sorbonne and Paris-Saclay universities, it emphasizes conceptual understanding over complex proofs, offering insights into topics like concentration inequalities without delving deeply into specific methodologies.

• Sprache: Englisch
• Erscheinungsdatum: 2022
• Einband: Hardcover