Book: Stochastic Analysis 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.
Details of Book: Stochastic Analysis Book: Stochastic Analysis
Author: Paul Malliavin
ISBN: 3540570241
ISBN-13: 9783540570240
, 978-3540570240
Binding: Hardcover
Publishing Date: 01042002
Publisher: Springer
Number of Pages: 364
Language: English