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Stochastic Analysis by Paul Malliavin 9783540570240
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Stochastic Analysis by Paul Malliavin 9783540570240

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Description

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.

Book Information
ISBN 9783540570240
Author Paul Malliavin
Format Hardback
Page Count 347
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight(grams) 1520g

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