Grundlehren der mathematischen Wissenschaften

Stochastic Analysis

Authors: Malliavin, Paul

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About this book

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.

Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook n/a
  • ISBN 978-3-642-15074-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover n/a
  • ISBN 978-3-540-57024-0
  • Free shipping for individuals worldwide
Softcover n/a
  • ISBN 978-3-642-15073-9
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis
Authors
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
313
Copyright
1997
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-15074-6
DOI
10.1007/978-3-642-15074-6
Hardcover ISBN
978-3-540-57024-0
Softcover ISBN
978-3-642-15073-9
Series ISSN
0072-7830
Edition Number
1
Number of Pages
XII, 347
Topics