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150702 ||| eng |
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|a 9783642150746
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|a Malliavin, Paul
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| 245 |
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|a Stochastic Analysis
|h Elektronische Ressource
|c by Paul Malliavin
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| 250 |
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|a 1st ed. 1997
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1997, 1997
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| 300 |
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|a XII, 347 p
|b online resource
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|a Contents: Part I. Differential Calculus on Gaussian Probability Spaces -- Ch. 1 Gaussian probability spaces -- Ch. 2 Gross-Stroock Sobolev Spaces over a Gaussian Probability Space -- Ch. 3 Smoothness of Laws -- Part II. Quasi-Sure Analysis -- Ch. 4 Foundations of Quasi-Sure Analysis: Hierarchy of Capacities and Precise Gaussian Probability Space -- Ch. 5 Differential Geometry on a Precise Gaussian Probability Space -- Part III. Stochastic Integrals -- Ch. 6 White Noise Stochastic Integrals as Divergence -- Ch. 7 Ito's Theory of Stochastic Integration -- Part IV. Stochastic Differential Equations -- Ch. 8 From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle -- Ch. 9 Elliptic Estimates through Stochastic Analysis -- Part V. Stochastic Analysis in Infinite Dimensions -- Ch. 10 Stochastic Analysis on Wiener Spaces -- Ch. 11 Path Spaces and their Tangent Spaces -- Index -- Bibliography
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| 653 |
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|a Probability Theory
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| 653 |
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|a Probabilities
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|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
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|a Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
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|a 10.1007/978-3-642-15074-6
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| 856 |
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|u https://doi.org/10.1007/978-3-642-15074-6?nosfx=y
|x Verlag
|3 Volltext
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|a 519.2
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| 520 |
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|a 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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