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Stochastic Analysis
Paul Malliavin
出版Springer, 2015-06-12
主題Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN36421507489783642150746
URLhttp://books.google.com.hk/books?id=F1YwCgAAQBAJ&hl=&source=gbs_api
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註釋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.