An Introduction to the Malliavin Calculus and Its Applications

DOI10.1007/978-3-319-18206-3_1zbMath1323.60077OpenAlexW2228346744MaRDI QIDQ2949893

David Nualart

Publication date: 5 October 2015

Published in: Mathematical Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18206-3_1

zbMATH Keywords

Malliavin calculusStein's methodstochastic integralsWiener chaos expansionOrnstein-Uhlenbeck semigroupnormal approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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