Stochastic Analysis

By Paul Malliavin

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.

• Format: Hardcover
• Language: English
• ISBN: 3540570241
• ISBN13: 9783540570240
• Release Date: April 1997
• Publisher: Springer
• Length: 347 Pages
• Weight: 1.51 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"