{"product_id":"introduction-to-malliavin-calculus-david-nualart-9781107039124","title":"Introduction to Malliavin Calculus","description":"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.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":48730829652161,"sku":"9781107039124","price":148.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0781\/5512\/0833\/files\/9781107039124.jpg?v=1733062591","url":"https:\/\/www.porchlightbooks.com\/products\/introduction-to-malliavin-calculus-david-nualart-9781107039124","provider":"Porchlight Book Company","version":"1.0","type":"link"}