Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. 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.

• | : Laurent Decreusefond
• | Publisher: Springer International Publishing AG
• | Publication Date: Jun 24, 2022
• | Country of Publication: Switzerland
• | Number of Pages: 172 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 3031013107
• | ISBN-13: 9783031013102