书目名称 | Stochastic Analysis |
编辑 | Paul Malliavin |
视频video | |
丛书名称 | Grundlehren der mathematischen Wissenschaften |
图书封面 |  |
描述 | 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. |
出版日期 | Book 1997 |
关键词 | CON_D031; Infinite dimension; Loop space analysis; Malliavin calculus; Sobolev space; YellowSale2006; anti |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-15074-6 |
isbn_ebook | 978-3-642-15074-6Series ISSN 0072-7830 Series E-ISSN 2196-9701 |
issn_series | 0072-7830 |
copyright | Springer-Verlag Berlin Heidelberg 1997 |