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Introduction to Malliavin Calculus(Institute of Mathematical Statistics Textbooks 9) paper 246 p. 18
Nualart, Eulalia,
Nualart, David
著
発行年月 |
2018年09月 |
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出版国 |
アメリカ合衆国 |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
paper |
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ページ数/巻数 |
246 p. |
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ジャンル |
洋書/理工学/数学/統計 |
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ISBN |
9781107611986 |
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商品コード |
1027347037 |
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本の性格 |
テキスト/学術書 |
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新刊案内掲載月 |
2018年10月 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1027347037 |
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内容
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 Levy 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.