Selected Topics in Malliavin Calcul - E-book

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Selected Topics In Malliavin Calculus - ENG

Chaos, Divergence And So Much More

Laurent Decreusefond

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Sinopsis

ISBN:	9783031013119
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2022-06-23

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 haveÂ knowledge of ItoÌ‚ calculus and some rudiments of functional analysis.

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