Introduction to Malliavin calculus /

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Introduction to Malliavin calculus / / David Nualart, Eulalia Nualart

資料種別:

電子ブック

形態:

1 online resource (xii, 236 pages)

シリーズ名:

Institute of Mathematical Statistics textbooks ; 9

著者名:

ISBN:

9781139856485 [1139856480] ((ebook))
9781107039124 [1107039126]

書誌ID:

EB00000377

フルテキスト

書誌詳細

注記:

Title from publisher's bibliographic system (viewed on 24 Sep 2018).
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.

主題:

Calculus of variations; Derivatives (Mathematics); Malliavin calculus; Stochastic analysis

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1 図書 The Malliavin calculus and related topics Nualart, David, 1951- Springer	7 図書 Introduction to stochastic calculus with applications Klebaner, Fima C Imperial College Press, distributed by World Scientific Pub.
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3 図書 Malliavin calculus and its applications Nualart, David, 1951- Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation	9 図書 Introduction to stochastic calculus applied to finance Lamberton, Damien, Lapeyre, Bernard Chapman & Hall/CRC
4 図書 The Malliavin calculus Bell, Denis Longman Scientific & Technical, Wiley	10 図書 Introduction to the calculus of variations Sagan, Hans McGraw-Hill
5 図書 Malliavin calculus for Lévy processes with applications to finance Nunno, Giulia Di, Øksendal, Bernt Karsten, 1945-, Proske, Frank Springer	11 図書 An introduction to the calculus of variations Fox, Charles, 1897- Dover Publications
6 図書 Stochastic calculus : a practical introduction Durrett, Richard, 1951- CRC Press	12 図書 Introduction to the calculus of variations Byerly, William Elwood, 1849- Cambridge Univ. Press, 1928

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