Stochastic Analysis
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 stoch...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1997, 1997
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| Edition: | 1st ed. 1997 |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
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| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
| Summary: | 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 |
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| Physical Description: | XII, 347 p online resource |
| ISBN: | 9783642150746 |