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Catalogue Information
Field name	Details
Dewey Class	519.2
Title	Selected Topics in Malliavin Calculus ( EBook) : Chaos, Divergence and So Much More / / by Laurent Decreusefond.
Author	Decreusefond, Laurent
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2022.
Publication	Cham : : Springer International Publishing : : Imprint: Springer, , 2022.
Physical Details	XI, 172 p. 4 illus., 1 illus. in color. : online resource.
Series	Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics 2039-148X ; ; 10
ISBN	9783031013119
Summary Note	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.:
Mode of acces to digital resource	Digital reproduction.-
	Cham :
	Springer International Publishing,
	2022. -
	Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.1007/978-3-031-01311-9
Links to Related Works	Subject References: Calculus . Mathematical Statistics . Probabilities . Probability Theory . Stochastic Calculus . Stochastic Processes . Authors: author . Decreusefond, Laurent . Corporate Authors: SpringerLink (Online service) . Series: Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics . Classification: 519.2 .

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Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More /

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