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£95.45

Cambridge University Press Cambridge Introduction to Malliavin Calculus Textbook

Name: Cambridge Introduction to Malliavin Calculus Textbook
Brand: Cambridge University Press
Price: 95.45 GBP
Availability: InStock

Applied Mathematics

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Description

Explore the fundamentals of Malliavin calculus with this comprehensive textbook from Cambridge University Press. Part of the Institute of Mathematical Statistics Textbooks series, this volume provides a compact introductory course designed for graduate students and researchers entering this active field of study. The text covers a wide range of essential topics, including density formulas, the regularity of probability laws, and central and non-central limit theorems for Gaussian functionals. It also examines the convergence of densities and non-central limit theorems for the local time of Brownian motion. Designed to be accessible to non-experts, the book builds a strong foundation by including a self-contained presentation of Brownian motion and stochastic calculus. Additionally, readers can study Levy processes and stochastic calculus for jump processes. This book serves as a practical resource for understanding recent applications in a powerful area of mathematical research.

Key Features

Provides a compact introductory course on Malliavin calculus for graduate students and non-experts.

Includes a self-contained presentation of Brownian motion and stochastic calculus for foundational learning.

Covers advanced topics such as Levy processes and stochastic calculus for jump processes.

Explores recent research applications including density formulas and regularity of probability laws.

Details central and non-central limit theorems for Gaussian functionals and Brownian motion local time.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1107039126
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 September 2018
Listed Since: 28 March 2018

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Cambridge University Press Cambridge Introduction to Malliavin Calculus Textbook

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