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Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks Book 9) by [David Nualart, Eulalia Nualart]

Introduction to Malliavin Calculus (Institute of Mathematical Statistics Textbooks Book 9) 1st Edition, Kindle Edition

by David Nualart (Author), Eulalia Nualart (Author) Format: Kindle Edition
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  1. ISBN-13
    978-1107039124
  2. Edition
    1st
  3. Sticky notes
    On Kindle Scribe
  4. Publisher
    Cambridge University Press
  5. Publication date
    Sept. 27 2018
  6. Part of series
    Institute of Mathematical Statistics Textbooks
  7. Language
    English
  8. File size
    18591 KB
  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 --This text refers to the paperback edition.

Book Description

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications. --This text refers to the paperback edition.

Product details

  • ASIN ‏ : ‎ B07FSVMZ57
  • Publisher ‏ : ‎ Cambridge University Press; 1st edition (Sept. 27 2018)
  • Language ‏ : ‎ English
  • File size ‏ : ‎ 18591 KB
  • Simultaneous device usage ‏ : ‎ Up to 4 simultaneous devices, per publisher limits
  • Text-to-Speech ‏ : ‎ Enabled
  • Screen Reader ‏ : ‎ Supported
  • Enhanced typesetting ‏ : ‎ Enabled
  • X-Ray ‏ : ‎ Not Enabled
  • Word Wise ‏ : ‎ Not Enabled
  • Sticky notes ‏ : ‎ On Kindle Scribe
  • Print length ‏ : ‎ 391 pages
  • Customer Reviews:
    5.0 5.0 out of 5 stars 5 ratings

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