EAN: 9783031013133

SELECTED TOPICS IN MALLIAVIN CALCULUS - LAURENT...

This 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 Ito calculus and some rudiments of functional
analysis.

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