Stochastic Analysis (Hardcover) (ISBN-13: 9783540570240)

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.

Author: Paul Malliavin
ISBN-10: 3540570241
ISBN-13: 9783540570240
Publisher: Springer
Language: English
Published: 04/16/1997
Pages: 347
Format: Hardcover
Weight: 1.51lbs
Size: 9.21h x 6.14w x 0.81d