Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion (English, Horst Osswald)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107016149
ISBN-10
1107016142
Author
Horst Osswald
About the Book
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 Ma…
ISBN: 9781107016149
ISBN-13: 9781107016149
ISBN-10: 1107016142
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Product ID: isbn-9781107016149
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