Normal Approximations with Malliavin Calculus

Download or Read eBook Normal Approximations with Malliavin Calculus PDF written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle.

Author	: Ivan Nourdin
Publisher	: Cambridge University Press
Total Pages	: 255
Release	: 2012-05-10
ISBN-10	: 9781107017771
ISBN-13	: 1107017777
Rating	: 4/5 (71 Downloads)

DOWNLOAD EBOOK

Book Synopsis Normal Approximations with Malliavin Calculus by : Ivan Nourdin

Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.

Normal Approximations with Malliavin Calculus Related Books

Language: en
Pages: 255

Normal Approximations with Malliavin Calculus

Authors: Ivan Nourdin

Categories: Mathematics

Type: BOOK - Published: 2012-05-10 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus

Language: en
Pages: 249

Introduction to Malliavin Calculus

Authors: David Nualart

Categories: Business & Economics

Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

Language: en
Pages: 411

Normal Approximation by Stein’s Method

Authors: Louis H.Y. Chen

Categories: Mathematics

Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi

Language: en
Pages: 133

Selected Aspects of Fractional Brownian Motion

Authors: Ivan Nourdin

Categories: Mathematics

Type: BOOK - Published: 2013-01-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p

Language: en
Pages: 359

Stochastic Analysis

Authors: Hiroyuki Matsumoto

Categories: Mathematics

Type: BOOK - Published: 2017 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Developing the Itô calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.