عنوان
پدید آورنده
موضوع
رده
QA174.2 .N83 2018
QA174
.
2
.
N83
2018
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1139856480
(Number (ISBN
9781139856485
Erroneous ISBN
1107039126
Erroneous ISBN
1107611989
Erroneous ISBN
9781107039124
Erroneous ISBN
9781107611986
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Introduction to Malliavin calculus /
General Material Designation
[Book]
First Statement of Responsibility
David Nualart, University of Kansas ; Eulalia Nualart, Universitat Pompeu Fabra, Barcelona.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cambridge :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
[2018]
Date of Publication, Distribution, etc.
©2018
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xii, 236 pages)
SERIES
Series Title
Institute of Mathematical Statistics textbooks ;
Volume Designation
9
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Brownian motion -- Stochastic calculus -- Derivative and divergence operators -- Wiener chaos -- Ornstein-Uhlenbeck semigroup -- Stochastic integral representations -- Study of densities -- Normal approximations -- Jump processes -- Malliavin calculus for jump processes I -- Malliavin calculus for jump processes II.
0
SUMMARY OR ABSTRACT
Text of Note
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
1107039126
TOPICAL NAME USED AS SUBJECT
Calculus of variations.
Derivatives (Mathematics)
Malliavin calculus.
Stochastic analysis.
Calculus of variations.
Derivatives (Mathematics)
Malliavin calculus.
Stochastic analysis.
DEWEY DECIMAL CLASSIFICATION
Number
519
.
2/3
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA174
.
2
Book number
.
N83
2018
PERSONAL NAME - PRIMARY RESPONSIBILITY
Nualart, David,1951-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Nualart, Eulalia
ORIGINATING SOURCE
Date of Transaction
20200822145642.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
