Selected topics in malliavin calculus: chaos, divergence and so much more
Auteur :
Decreusefond, Laurent
Éditeur :
Springer International Publishing AG
ISBN :
9783031013133
Date de publication :
25 juin 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.