Selected Topics in Malliavin Calculus
Selected Topics in Malliavin Calculus This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. The goal was to give the largest…
Specifikacia Selected Topics in Malliavin Calculus
Selected Topics in Malliavin Calculus
This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. The goal was to give the largest possible variety of proof techniques. It does not contain all the results which are known even for the basic subjects which are addressed here.
This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. 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. It is supposed to be as accessible as possible for students who have knowledge of Itô calculus and some rudiments of functional