TY  - GEN
AU  - Nualart, David
AU  - Nualart, Eulalia 
TI  - Introduction to Malliavin calculus
SN  - 9781107611986
U1  - 519.23 
PY  - 2018///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Mathematics
KW  - Malliavin Calculus
KW  - Stochastic Analysis
KW  - Derivatives- Mathematics
N1  - Includes bibliographical references and index
N2  - 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 Lévy 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
ER  -