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.
| ISBN: | 9783642150739 |
| Publication date: | 30th April 1998 |
| Author: | Paul Malliavin |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 347 pages |
| Series: | Grundlehren Der Mathematischen Wissenschaften |
| Genres: |
Probability and statistics Stochastics |
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.
Stochastic Analysis features in the following genres: Probability and statistics, Stochastics
Paperback, Hardback. Not Available.
Stochastic Analysis was written by Paul Malliavin and published by Springer an imprint of Springer Berlin Heidelberg
Stochastic Analysis has 347 pages
Yes it is part of Grundlehren Der Mathematischen Wissenschaften series