Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction /
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...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012.
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| Series: | Cambridge tracts in mathematics ;
191. |
| Subjects: | |
| Online Access: | CONNECT |
