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About Stochastic Analysis (Grundlehren der mathematischen Wissenschaften)
In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.
Detailed Information
| Author: | Paul Malliavin |
|---|---|
| Publication Year: | 1997 |
| ISBN: | 9783540570240 |
| Pages: | 357 |
| Language: | English |
| File Size: | 6.174 |
| Format: | |
| Price: | FREE |
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