Stochastic Analysis

(Hardcover - 01042002)
by

Paul Malliavin

 (Author)
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Publisher: Springer



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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.
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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
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    Book: Stochastic Analysis by Paul Malliavin
    ISBN Number: 3540570241, 9783540570240, 978-3540570240