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OverviewThis 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. Full Product DetailsAuthor: Paul MalliavinPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 1st ed. 1997. Corr. 2nd printing 0 Volume: 313 Dimensions: Width: 15.50cm , Height: 2.00cm , Length: 23.50cm Weight: 1.520kg ISBN: 9783540570240ISBN 10: 3540570241 Pages: 347 Publication Date: 16 April 1997 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Replaced By: 9783642150739 Format: Hardback Publisher's Status: Active Availability: Out of print, replaced by POD We will order this item for you from a manufatured on demand supplier. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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