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Stochastic analysis
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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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Stochastic analysis, Paul Malliavin
- Language
- Released
- 1997
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- Title
- Stochastic analysis
- Language
- English
- Authors
- Paul Malliavin
- Publisher
- Springer
- Released
- 1997
- ISBN10
- 3540570241
- ISBN13
- 9783540570240
- Series
- A series of comprehensive studies in mathematics
- Category
- Mathematics
- 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.