Save 40% on select Business & Management books + FREE shipping or 50% on Physics eBooks!

Grundlehren der mathematischen Wissenschaften

Stochastic Analysis

Authors: Malliavin, Paul

Free Preview

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-642-15074-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-540-57024-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $89.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: May 28, 1998
  • ISBN 978-3-642-15073-9
  • Free shipping for individuals worldwide
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 $84.99
price for USA in USD (gross)
  • ISBN 978-3-642-15074-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-540-57024-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $89.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: May 28, 1998
  • ISBN 978-3-642-15073-9
  • Free shipping for individuals worldwide
Loading...

Recommended for you

Loading...

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