Introduction to Malliavin Calculus (English, David Nualart | Eulalia Nualart)

Name: Introduction to Malliavin Calculus (English, David Nualart | Eulalia Nualart)
SKU: isbn-9781107611986
Price: 4555.00 INR
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ISBN: 9781107611986

By David Nualart | Eulalia NualartCambridge University Press

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ISBN-13	9781107611986
ISBN-10	1107611989

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About the Book

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 stochast…

ISBN: 9781107611986

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