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Stochastic Analysis

- 1997. 2nd Print

  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

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.

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Detaljer
Størrelse og vægt
  • Vægt1520 g
  • Dybde2,1 cm
  • coffee cup img
    10 cm
    book img
    15,5 cm
    23,5 cm

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