{"product_id":"selected-topics-in-malliavin-calculus-chaos-divergence-and-so-much-more-hardcover","title":"Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More - Hardcover","description":"\u003cp\u003eby \u003cb\u003eLaurent Decreusefond\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003eThis book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have knowledge of Itô calculus and some rudiments of functional analysis.\u003cbr\u003e\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003eThis book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as possible for students who have knowledge of Itô calculus and some rudiments of functional analysis.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003cb\u003eLaurent Decreusefond\u003c\/b\u003e is a former student of Ecole Normale Supérieure de Paris-Saclay. He received the Agrégation in 1989, his PhD in 1994 and his Habilitation in 2001 in Mathematics. He is now a full professor of Mathematics at the Institut Polytechnique de Paris, one of the most renowned French research and teaching institutions.\u003cbr\u003eHis research topics are twofold. The theoretical part is devoted to Malliavin calculus and its applications. He is the author of a highly cited paper about fractional Brownian motion that paved the way to a thousand research articles. Recently, he has been interested in the functional Stein-Malliavin method, which gives the convergence rate in functional limit theorems.\u003cbr\u003eOn a more applied part, he proposed new paradigms for stochastic modelling of telecom systems, including stochastic geometry and random topological algebra.\u003cbr\u003eHe coauthored several papers that gave a new approach to the coverage analysis of cellular systems. The performance of some of the algorithms so defined may be analysed with mathematical tools coming from the Malliavin calculus, such as concentration inequalities.\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 172\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.5 x 9.21 x 6.14 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e June 24, 2022\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":47490839969970,"sku":"9783031013102","price":80.98,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0770\/3891\/1666\/files\/d65ba4fdd33d5102dba160392a48d1d5.webp?v=1779382071","url":"https:\/\/box.dadyminds.org\/products\/selected-topics-in-malliavin-calculus-chaos-divergence-and-so-much-more-hardcover","provider":"DADYMINDS BOX","version":"1.0","type":"link"}