Stochastic Analysis (Grundlehren der mathematischen Wissenschaften)

ISBN: 9783540570240

出版社: Springer

出版年: 1997-12-31

页数: 376

定价: USD 155.00

装帧: Hardcover

内容简介

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.