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Selected Topics in Malliavin Calculus
Chaos, Divergence and So Much More
Autori
Viac o knihe
Focusing on a variety of proof techniques rather than exhaustive results, this book serves as an accessible introduction to Malliavin calculus for students familiar with Ito calculus and basic functional analysis. Originating from graduate courses at Paris-Sorbonne and Paris-Saclay universities, it emphasizes conceptual understanding over complex proofs, offering insights into topics like concentration inequalities without delving deeply into specific methodologies.
Vydanie
Nákup knihy
Selected Topics in Malliavin Calculus, Laurent Decreusefond
- Jazyk
- Rok vydania
- 2022
- Väzba
- (pevná)
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Doručenie
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- Titul
- Selected Topics in Malliavin Calculus
- Podtitul
- Chaos, Divergence and So Much More
- Jazyk
- anglicky
- Autori
- Laurent Decreusefond
- Vydavateľ
- Springer International Publishing
- Rok vydania
- 2022
- Väzba
- pevná
- Počet strán
- 184
- ISBN13
- 9783031013102
- Série
- Štítky
- Anotácia
- Focusing on a variety of proof techniques rather than exhaustive results, this book serves as an accessible introduction to Malliavin calculus for students familiar with Ito calculus and basic functional analysis. Originating from graduate courses at Paris-Sorbonne and Paris-Saclay universities, it emphasizes conceptual understanding over complex proofs, offering insights into topics like concentration inequalities without delving deeply into specific methodologies.