Stochastic Analysis
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Stochastic Analysis
Author | : Paul Malliavin |
Publisher | : Springer |
Total Pages | : 346 |
Release | : 2015-06-12 |
Genre | : Mathematics |
ISBN | : 3642150748 |
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In 5 independent sections, this book accounts 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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