-
Anglický jazyk
Selected Topics in Malliavin Calculus
Autor: Laurent Decreusefond
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...
Viac o knihe
Na objednávku
44.54 €
bežná cena: 49.49 €
O knihe
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 Itö calculus and some rudiments of functional analysis.
- Vydavateľstvo: Springer International Publishing
- Rok vydania: 2022
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9783031013102
Generuje redakčný systém BUXUS CMS spoločnosti ui42.