Stochastic Analysis Paperback / softback
by Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften series
Paperback / softback
- Information
Description
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.
Information
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Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:347 pages, XII, 347 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:01/01/0001
- Category:
- ISBN:9783642150739
Other Formats
- PDF from £93.08
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:347 pages, XII, 347 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:01/01/0001
- Category:
- ISBN:9783642150739
