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Can I read Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks, Series Number 9) on EtoBox?
Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks, Series Number 9) by Nualart, David; Nualart, Eulalia is a nonfiction available to read on EtoBox.
What is Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks, Series Number 9) about?
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
Who reads Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks, Series Number 9)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Nualart, David; Nualart, Eulalia
- Publisher
- Cambridge University Press (Virtual Publishing)
- Published
- 2018
- Language
- EN
- ISBN
- 9781139856485
- Category
- nonfiction
- Subjects
- Mathematics, Stem
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