Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion

by Horst Osswald

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107016142
• ISBN13: 9781107016149
• Release Date: April 2012
• Publisher: Cambridge University Press
• Length: 428 Pages
• Weight: 1.60 lbs.
• Dimensions: 1.0" x 6.1" x 9.0"