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Stochastic Analysis
Paul Malliavin
€ 156.92
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Description for Stochastic Analysis
Hardback. Presented in 5 independent parts, this book contains the developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; and principle of transfer from ordinary differential equations to stochastic differential equations. Series: Die Grundlehren der Mathematischen Wissenschaften. Num Pages: 359 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 20. Weight in Grams: 686.
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.
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.
Product Details
Format
Hardback
Publication date
1997
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
359
Condition
New
Series
Die Grundlehren der Mathematischen Wissenschaften
Number of Pages
347
Place of Publication
Berlin, Germany
ISBN
9783540570240
SKU
V9783540570240
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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