03045nam 22006615 450 991058016040332120230726173338.09783031013119(electronic bk.)978303101310210.1007/978-3-031-01311-9(MiAaPQ)EBC7021278(Au-PeEL)EBL7021278(CKB)23976923100041EBL7021278(AU-PeEL)EBL7021278(DE-He213)978-3-031-01311-9(PPN)263903354(EXLCZ)992397692310004120220622d2022 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierSelected Topics in Malliavin Calculus Chaos, Divergence and So Much More /by Laurent Decreusefond1st ed. 2022.Cham :Springer International Publishing :Imprint: Springer,2022.1 online resource (180 pages)Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,2039-148X ;10Description based upon print version of record.Print version: Decreusefond, Laurent Selected Topics in Malliavin Calculus Cham : Springer International Publishing AG,c2022 9783031013102 This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have knowledge of Itô calculus and some rudiments of functional analysis.Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,2039-148X ;10ProbabilitiesStochastic processesCalculusMathematical statisticsProbability TheoryStochastic CalculusMathematical StatisticsCàlcul de MalliavinthubLlibres electrònicsthubProbabilities.Stochastic processes.Calculus.Mathematical statistics.Probability Theory.Stochastic Calculus.Mathematical Statistics.Càlcul de Malliavin515.64Decreusefond Laurent1966-1249991MiAaPQMiAaPQMiAaPQ9910580160403321Selected Topics in Malliavin Calculus2896431UNINA