Introduction to Malliavin calculus / David Nualart, University of Kansas ; Eulalia Nualart, Universitat Pompeu Fabra, Barcelona.

This 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...

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Bibliographic Details

Online Access:	Full Text (via Cambridge)
Main Authors:	Nualart, David, 1951- (Author), Nualart, Eulalia (Author)
Format:	Electronic eBook
Language:	English
Published:	Cambridge : Cambridge University Press, [2018]
Series:	Institute of Mathematical Statistics textbooks ; 9.
Subjects:	Malliavin calculus. Stochastic analysis. Derivatives (Mathematics) Calculus of variations.