[Download] "Introduction to Malliavin Calculus" by David Nualart & Eulalia Nualart # Book PDF Kindle ePub Free
eBook details
- Title: Introduction to Malliavin Calculus
- Author : David Nualart & Eulalia Nualart
- Release Date : January 20, 2018
- Genre: Mathematics,Books,Science & Nature,Business & Personal Finance,Finance,
- Pages : * pages
- Size : 13740 KB
Description
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 Lévy 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.