Selected topics in Malliavin calculus chaos, divergence and so much more / [electronic resource] :
- 作者： Decreusefond, Laurent.
- 其他作者：
- 其他題名：
- Bocconi & Springer series, mathematics, statistics, finance and economics ;
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： Bocconi & Springer series, mathematics, statistics, finance and economics,v. 10
- 主題： Malliavin calculus. , Probability Theory. , Stochastic Calculus. , Mathematical Statistics.
- ISBN： 9783031013119 (electronic bk.) 、 9783031013102 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 摘要註: 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 Ito? calculus and some rudiments of functional analysis.
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讀者標籤：
- 系統號： 005515822 | 機讀編目格式
館藏資訊
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.