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3044 results in Probability theory and stochastic processes

Page 35 of 153

Introduction to Malliavin Calculus
  • David Nualart, Eulalia Nualart
  • Published online:
    14 September 2018
    Print publication:
    27 September 2018
  • 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.

Probability: A Lively Introduction
  • Henk Tijms
  • Published online:
    06 August 2018
    Print publication:
    06 October 2017
  • Probability has applications in many areas of modern science, not to mention in our daily life. Its importance as a mathematical discipline cannot be overrated, and it is a fascinating and surprising topic in its own right. This engaging textbook with its easy-to-follow writing style provides a comprehensive yet concise introduction to the subject. It covers all of the standard material for undergraduate and first-year-graduate-level courses as well as many topics that are usually not found in standard texts, such as Bayesian inference, Markov chain Monte Carlo simulation, and Chernoff bounds.

Page 35 of 153