Institute of Mathematical Statistics Textbooks Nualart David University of KansasPaperback
Institute of Mathematical Statistics Textbooks Nualart David University of KansasPaperback This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of…
Specifikacia Institute of Mathematical Statistics Textbooks Nualart David University of KansasPaperback
Institute of Mathematical Statistics Textbooks Nualart David University of KansasPaperback
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as L vy processes and stochastic calculus for jump processes. It covers recent applications, including density formulas, regularity of probability laws, central and noncentral limit theorems for Gaussian functionals, convergence of densities and noncentral limit theorems for the local time of Brownian motion.
Accessible to nonexperts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further