Description

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.

Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More

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Paperback / softback by Laurent Decreusefond

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This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It... Read more

    Publisher: Springer International Publishing AG
    Publication Date: 25/06/2023
    ISBN13: 9783031013133, 978-3031013133
    ISBN10: 3031013131

    Number of Pages: 172

    Non Fiction , Mathematics & Science , Education

    Description

    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.

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