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Stochastic Analysis (Grundelhren Der Mathematischen Wissenschaften)
Stochastic Analysis - Grundelhren Der Mathematischen Wissenschaften
Author: Paul Malliavin
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 calculu...  more »
ISBN-13: 9780387570242
ISBN-10: 0387570241
Pages: 342
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Publisher: Springer
Book Type: Hardcover
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