{"product_id":"introduction-to-malliavin-calculus-9781107039124","title":"Introduction to Malliavin Calculus","description":"\u003cp\u003e • Author(s): David Nualart | Eulalia Nualart\u003cbr\u003e • Publisher: Cambridge University Press\u003cbr\u003e • Publisher Imprint: Cambridge University Press\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Hardcover","offer_id":46432964018327,"sku":"9781107039124","price":9208.0,"currency_code":"INR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781107039124.webp?v=1769306886","url":"https:\/\/atlanticbooks.com\/products\/introduction-to-malliavin-calculus-9781107039124","provider":"Atlantic Books","version":"1.0","type":"link"}