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...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©1997.
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| Series: | Grundlehren der mathematischen Wissenschaften ;
313. |
| Subjects: |
| Summary: | 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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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and indexes. |
| ISBN: | 9783642150746 3642150748 9783642150739 364215073X |