Stochastic Analysis
| Author | : Paul Malliavin |
| Publisher | : Springer |
| Total Pages | : 346 |
| Release | : 2015-06-12 |
| ISBN-10 | : 9783642150746 |
| ISBN-13 | : 3642150748 |
| Rating | : 4/5 (748 Downloads) |
Book Synopsis Stochastic Analysis by : Paul Malliavin
Download or read book Stochastic Analysis written by Paul Malliavin and published by Springer. This book was released on 2015-06-12 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
