Selected Topics in Malliavin Calculus

Chaos, Divergence and So Much More

By:

Laurent Decreusefond

Format:

Paperback / softback

Series:

Bocconi and Springer Series

Show Hide Adult Content

$127.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Buy Now, Pay Later with:

4 payments of $32.00 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 11-21 June using International Courier

Description

This 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 Itô calculus and some rudiments of functional analysis.

Author Biography:

Laurent Decreusefond is a former student of Ecole Normale Supérieure de Paris-Saclay. He received the Agrégation in 1989, his PhD in 1994 and his Habilitation in 2001 in Mathematics. He is now a full professor of Mathematics at the Institut Polytechnique de Paris, one of the most renowned French research and teaching institutions. His research topics are twofold. The theoretical part is devoted to Malliavin calculus and its applications. He is the author of a highly cited paper about fractional Brownian motion that paved the way to a thousand research articles. Recently, he has been interested in the functional Stein-Malliavin method, which gives the convergence rate in functional limit theorems. On a more applied part, he proposed new paradigms for stochastic modelling of telecom systems, including stochastic geometry and random topological algebra. He coauthored several papers that gavea new approach to the coverage analysis of cellular systems. The performance of some of the algorithms so defined may be analysed with mathematical tools coming from the Malliavin calculus, such as concentration inequalities.

Release date Australia

June 25th, 2023

Author

Laurent Decreusefond

Audience

Professional & Vocational

Edition

1st ed. 2022

Illustrations

1 Illustrations, color; 3 Illustrations, black and white; XI, 172 p. 4 illus., 1 illus. in color.

Pages

172

Series

Bocconi and Springer Series

ISBN-13

9783031013133

Product ID

36830303

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Get free delivery, exclusive deals, and more^*

Non-Fiction Books:

Selected Topics in Malliavin Calculus

By:

Format:

Series:

Buy Now, Pay Later with:

Availability

Description

Author Biography:

Customer reviews

Marketplace listings

Help & options

Filed under...

Get free delivery, exclusive deals, and more*

Buy Now, Pay Later with:

Author Biography:

Get free delivery, exclusive deals, and more^*