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Stochastic Analysis (Grundlehren der mathematischen Wissenschaften 313) PDF

184 Pages·1997·7.456 MB·English
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by Paul Malliavin| 1997| 184 pages| 7.456| English

About Stochastic Analysis (Grundlehren der mathematischen Wissenschaften 313)

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.

Detailed Information

Author:Paul Malliavin
Publication Year:1997
ISBN:9783540570240
Pages:184
Language:English
File Size:7.456
Format:PDF
Price:FREE
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