Introduction to Infinite Dimensional Stochastic Analysis / by Zhi-yuan Huang, Jia-an Yan.

This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Huang, Zhi-yuan
Other Authors:	Yan, J. (Jia-An)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands, 2000.
Series:	Mathematics and its applications (Springer Science+Business Media) ; 502.
Subjects:	Mathematics. Harmonic analysis. Functional analysis. Operator theory. Distribution (Probability theory)