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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.
Nákup knihy
Stochastic Analysis, Paul Malliavin
- Jazyk
- Rok vydania
- 1998
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- Titul
- Stochastic Analysis
- Jazyk
- anglicky
- Autori
- Paul Malliavin
- Vydavateľ
- Springer
- Rok vydania
- 1998
- ISBN10
- 364215073X
- ISBN13
- 9783642150739
- Kategórie
- Matematika
- Anotácia
- 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.