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Introduction to Malliavin Calculus Hardcover – Sept. 27 2018

by David Nualart (Author), Eulalia Nualart (Author)
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  1. ISBN-10
    1107039126
  2. ISBN-13
    978-1107039124
  3. Publisher
    Cambridge University Press
  4. Publication date
    Sept. 27 2018
  5. Part of series
    Institute of Mathematical Statistics Textbooks
  6. Language
    English
  7. Dimensions
    16.92 x 1.8 x 23.55 cm
  8. Print length
    246 pages
  9. See all details
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Product description

Review

'This book is a delightful and self-contained introduction to stochastic and Malliavin calculus that will guide the graduate students in probability theory from the basics of the theory to the borders of contemporary research. It is a must read written by two globally recognized experts!' Fabrice Baudoin, University of Connecticut

'Malliavin calculus has seen a great revival of interest in recent years, after the discovery about ten years ago that Stein's method for probabilistic approximation and Malliavin calculus fit together admirably well. Such an interaction has led to some remarkable limit theorems for Gaussian, Poisson and Rademacher functionals. This monograph, written by two internationally renowned specialists of the field, provides a concise, self-contained and very pleasant exposition of different aspects of this rich and recent line of research. For sure, it is destined to quickly become a must-have reference book!' Ivan Nourdin, University of Luxembourg

‘The book provides a concise and self-contained exposition of the subject including recent developments.’ Maria Gordina, MathSciNet

‘The book is written very clearly and precisely, and will be useful to anyone who wants to study the Malliavin calculus and its applications at the introductory level and then more deeply, as well as those who are ready to apply these results in their research. The book can be used to give lectures for graduate students.’ Yuliya S. Mishura, zbMath

Book Description

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

Product details

  • Publisher ‏ : ‎ Cambridge University Press (Sept. 27 2018)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 246 pages
  • ISBN-10 ‏ : ‎ 1107039126
  • ISBN-13 ‏ : ‎ 978-1107039124
  • Item weight ‏ : ‎ 460 g
  • Dimensions ‏ : ‎ 16.92 x 1.8 x 23.55 cm
  • Customer Reviews:
    5.0 5.0 out of 5 stars 5 ratings

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