Stochastic Analysis PDF
by Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften series
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Description
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.
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- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:12/06/2015
- Category:
- ISBN:9783642150746
Other Formats
- Paperback / softback from £47.01
Information
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Download Now
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:12/06/2015
- Category:
- ISBN:9783642150746
