Stochastic Analysis (Grundlehren der mathematischen Wissenschaften)
Paul Malliavin
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.
种类:
年:
1997
出版社:
Springer
语言:
english
页:
357
ISBN 10:
3540570241
ISBN 13:
9783540570240
文件:
PDF, 6.17 MB
IPFS:
,
english, 1997
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