£95.45

Cambridge University Press Introduction to Malliavin Calculus - IMS Textbook Series 9

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Description

This compact introductory textbook from Cambridge University Press brings Malliavin calculus within reach of graduate students and researchers new to this powerful mathematical field. The course covers density formulas, regularity of probability laws, and central and non-central limit theorems for Gaussian functionals, alongside convergence of densities and non-central limit theorems for local time of Brownian motion. A self-contained foundation in Brownian motion and stochastic calculus is included, along with Levy processes and stochastic calculus for jump processes. Written for accessibility without sacrificing rigour, this textbook demonstrates recent applications of Malliavin calculus across advanced probability theory and connects theoretical foundations to contemporary research problems.

Key Features

Self-contained presentation of Brownian motion and stochastic calculus for readers approaching Malliavin calculus without prior specialised knowledge.

Coverage of Levy processes and stochastic calculus for jump processes extends beyond classical diffusion theory.

Density formulas and regularity results for probability laws enable practical applications in modern probability research.

Central and non-central limit theorems for Gaussian functionals demonstrate convergence behaviour in advanced statistical settings.

Recent applications including local time theory and non-central limit theorems illustrate current research directions in the field.

Part of the Institute of Mathematical Statistics Textbooks series, ensuring academic credibility and peer-reviewed mathematical standards.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 September 2018
Listed Since
28 March 2018

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