Selected Topics in Malliavin Calculus

Explore the intricate world of stochastic analysis with Selected Topics in Malliavin Calculus by Dimosthenis Bolanakis. Published in 2022 by Springer International Publishing AG, this hardback edition spans 172 pages and delves into essential aspects of Malliavin calculus without becoming a dense research monograph. Rather than focusing solely on the latest results and advanced proofs, Bolanakis provides a clear and accessible exploration of key topics, making it ideal for both students and professionals interested in the foundations of the field. While the book does not emphasize the proof of concentration inequalities for functionals of Brownian motion, it offers valuable insights that follow similar lines as those for Poisson functionals. This engaging text is perfect for anyone looking to deepen their understanding of Malliavin calculus in a practical context.