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Beschreibung
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.
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 16. April 1997 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 711 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783540570240 |
| Seiten | 347 |
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