000			02100nam a22003978i 4500
001			CR9781139856485
003			UkCbUP
005			20200124160341.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			121109s2018||||enk o ||1 0|eng|d
020			_a9781139856485 (ebook)
020			_z9781107039124 (hardback)
020			_z9781107611986 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA174.2 _b.N83 2018
082	0	0	_a519.2/3 _223
100	1		_aNualart, David, _d1951- _eauthor.
245	1	0	_aIntroduction to Malliavin calculus / _cDavid Nualart, Eulalia Nualart.
264		1	_aCambridge : _bCambridge University Press, _c2018.
300			_a1 online resource (xii, 236 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aInstitute of Mathematical Statistics textbooks ; _v9
500			_aTitle from publisher's bibliographic system (viewed on 24 Sep 2018).
520			_aThis textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and non-central limit theorems for Gaussian functionals, convergence of densities and non-central limit theorems for the local time of Brownian motion. The book also includes a self-contained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to non-experts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study.
650		0	_aMalliavin calculus.
650		0	_aStochastic analysis.
650		0	_aDerivatives (Mathematics)
650		0	_aCalculus of variations.
700	1		_aNualart, Eulalia, _eauthor.
776	0	8	_iPrint version: _z9781107039124
830		0	_aInstitute of Mathematical Statistics textbooks ; _v9.
856	4	0	_uhttps://doi.org/10.1017/9781139856485
999			_c523520 _d523518