Introduction to Stochastic Analysis and
β Giuseppe Da Prato (auth.)
π Library
π
2014
π Edizioni della Normale
π English
β¦ LIBER β¦
π
Introduction to Malliavin calculus
β Scribed by Nualart, David; Nualart, Eulalia
- Publisher
- Cambridge University Press
- Year
- 2018
- Tongue
- English
- Leaves
- 250
- Series
- Institute of Mathematical Statistics textbooks
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Table of Contents
Content: Preface
1. Brownian motion
2. Stochastic calculus
3. Derivative and divergence operators
4. Wiener chaos
5. Ornstein-Uhlenbeck semigroup
6. Stochastic integral representations
7. Study of densities
8. Normal approximations
9. Jump processes
10. Malliavin calculus for jump processes I
11. Malliavin calculus for jump processes II
Appendix A. Basics of stochastic processes
References
Index.
β¦ Subjects
Malliavin calculus.;Stochastic analysis.;Derivatives (Mathematics);Calculus of variations.;Calculus of variations;Malliavin calculus;Stochastic analysis
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