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Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction
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The work ** Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction** represents a distinct intellectual or artistic creation found in **University of Missouri Libraries**. This resource is a combination of several types including: Work, Language Material, Books.

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Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction
Resource Information

The work

**Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction**represents a distinct intellectual or artistic creation found in**University of Missouri Libraries**. This resource is a combination of several types including: Work, Language Material, Books.- Label
- Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction

- Title remainder
- an introduction

- Statement of responsibility
- Horst Osswald

- Language
- eng

- Summary
- "Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard analysis, which allows infinite-dimensional problems to be treated as finite-dimensional. The result is an intuitive, indeed enjoyable, development of both Malliavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calculus are incorporated into this simplifying framework. Topics covered include Brownian motion, Ornstein-Uhlenbeck processes both with values in abstract Wiener spaces, Lévy processes, multiple stochastic integrals, chaos decomposition, Malliavin derivative, Clark-Ocone formula, Skorohod integral processes and Girsanov transformations. The careful exposition, which is neither too abstract nor too theoretical, makes this book accessible to graduate students, as well as to researchers interested in the techniques"--

- Assigning source
- Provided by publisher

- Cataloging source
- DLC

- Dewey number
- 519.2/3

- Index
- index present

- LC call number
- QA274

- LC item number
- .O87 2012

- Literary form
- non fiction

- Nature of contents
- bibliography

- Series statement
- Cambridge tracts in mathematics

- Series volume
- 191

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