LEADER 03045nam 22006615 450 001 9910580160403321 005 20230726173338.0 010 $a9783031013119$b(electronic bk.) 010 $z9783031013102 024 7 $a10.1007/978-3-031-01311-9 035 $a(MiAaPQ)EBC7021278 035 $a(Au-PeEL)EBL7021278 035 $a(CKB)23976923100041 035 $aEBL7021278 035 $a(AU-PeEL)EBL7021278 035 $a(DE-He213)978-3-031-01311-9 035 $a(PPN)263903354 035 $a(EXLCZ)9923976923100041 100 $a20220622d2022 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aSelected Topics in Malliavin Calculus $eChaos, Divergence and So Much More /$fby Laurent Decreusefond 205 $a1st ed. 2022. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2022. 215 $a1 online resource (180 pages) 225 1 $aBocconi & Springer Series, Mathematics, Statistics, Finance and Economics,$x2039-148X ;$v10 300 $aDescription based upon print version of record. 311 08$aPrint version: Decreusefond, Laurent Selected Topics in Malliavin Calculus Cham : Springer International Publishing AG,c2022 9783031013102 330 $aThis book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have knowledge of Ito? calculus and some rudiments of functional analysis. 410 0$aBocconi & Springer Series, Mathematics, Statistics, Finance and Economics,$x2039-148X ;$v10 606 $aProbabilities 606 $aStochastic processes 606 $aCalculus 606 $aMathematical statistics 606 $aProbability Theory 606 $aStochastic Calculus 606 $aMathematical Statistics 606 $aCàlcul de Malliavin$2thub 608 $aLlibres electrònics$2thub 615 0$aProbabilities. 615 0$aStochastic processes. 615 0$aCalculus. 615 0$aMathematical statistics. 615 14$aProbability Theory. 615 24$aStochastic Calculus. 615 24$aMathematical Statistics. 615 7$aCàlcul de Malliavin 676 $a515.64 700 $aDecreusefond$b Laurent$f1966-$01249991 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910580160403321 996 $aSelected Topics in Malliavin Calculus$92896431 997 $aUNINA