Malliavin calculus for lévy processes and infinite-dimensional brownian motion
Auteur :
Osswald, Horst
Éditeur :
Cambridge University Press
ISBN :
9781107016149
Date de publication :
1 mars 2012
Dimensions :
23,4 x 15,8 x 2,7 cm
Poids :
760 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Assuming only basic knowledge of probability theory and functional analysis, this book is an ideal introduction to the field. The author's careful exposition, which is neither too abstract nor too theoretical, makes it accessible to graduate students, as well as to researchers who are interested in the author's techniques.