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.
| Author: Paul Malliavin |
| Publisher: Springer |
| Publication Date: Apr 16, 1997 |
| Number of Pages: 347 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 3540570241 |
| ISBN-13: 9783540570240 |
Related Products
World Scientific Publishing Company
Recent Development in Stochastic Dynamics and Stochastic Analysis
$128.72
