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Stochastic Analysis on Infinite Dimensional Spaces
Stochastic Analysis on Infinite Dimensional Spaces
Author: H Kunita, Hui-Hsiung Kuo
The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.) 2. Stochastic partial differential eq...  more »
ISBN-13: 9780582244900
ISBN-10: 0582244900
Publication Date: 8/22/1994
Pages: 336
Edition: 1
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Publisher: Chapman & Hall
Book Type: Paperback
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