UID:
almahu_9949315533502882
Umfang:
XI, 172 p. 4 illus., 1 illus. in color.
,
online resource.
Ausgabe:
1st ed. 2022.
ISBN:
9783031013119
Serie:
Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 10
Inhalt:
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.
In:
Springer Nature eBook
Weitere Ausg.:
Printed edition: ISBN 9783031013102
Weitere Ausg.:
Printed edition: ISBN 9783031013126
Weitere Ausg.:
Printed edition: ISBN 9783031013133
Weitere Ausg.:
Printed edition: ISBN 9783031035685
Weitere Ausg.:
Printed edition: ISBN 9783031035678
Weitere Ausg.:
Printed edition: ISBN 9783031035661
Sprache:
Englisch
DOI:
10.1007/978-3-031-01311-9
URL:
https://doi.org/10.1007/978-3-031-01311-9
