Stochastic Analysis - Paul Malliavin
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This book accounts in 5 independent parts, 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 dimen ... Täielik kirjeldus
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Kirjeldus
This book accounts in 5 independent parts, 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.
Lisateave
| Autor | Paul Malliavin |
|---|---|
| Kirjastaja | Springer Berlin Heidelberg |
| Series | Grundlehren der mathematischen Wissenschaften |
| Väljalaskeaasta | 1997 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9783540570240 |