{"product_id":"introduction-to-malliavin-calculus-david-nualart-9781107039124","title":"Introduction to Malliavin Calculus","description":"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 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 L騅y 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e David Nualart, Eulalia Nualart\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1107039126\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781107039124\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/27\/2018\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 246\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.03lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.27h x 6.66w x 0.71d","brand":"David Nualart","offers":[{"title":"Hardcover","offer_id":43988378616063,"sku":"9781107039124","price":140.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_50a25b97-4baf-4d84-89e8-654cc29f6a3a.jpg?v=1683294200","url":"https:\/\/www.whiterainbookhouse.com\/products\/introduction-to-malliavin-calculus-david-nualart-9781107039124","provider":"WR Book House","version":"1.0","type":"link"}