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Found 1 from your keywords: subject="Mathematical Engineer...
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Stochastic Equations for Complex Systems
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Stefan HeinzHakima Bessaih

The purpose of these notes is to provide an introduction to the Malliavin calculus and its recent application to quantitative results in normal approximations, in combination with Stein’s method. The basic differential operators of the Malliavin calculus and their main properties are presented. We explain the connection of these operators with the Wiener chaos expansion and the Ornstein-Uh…

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978-3-319-18206-3
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