Stochastic analysis / Paul Malliavin.

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 stoch...

Full description

Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Malliavin, Paul, 1925-2010
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©1997.
Series:	Grundlehren der mathematischen Wissenschaften ; 313.
Subjects:	Stochastic analysis.