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Stochastic Analysis by Paul Malliavin: New

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Características del artículo

Estado
Nuevo: Libro nuevo, sin usar y sin leer, que está en perfecto estado; incluye todas las páginas sin ...
Book Title
Stochastic Analysis
Publication Date
1997-04-16
Pages
347
ISBN
9783540570240

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Product Identifiers

Publisher
Springer Berlin / Heidelberg
ISBN-10
3540570241
ISBN-13
9783540570240
eBay Product ID (ePID)
478442

Product Key Features

Number of Pages
Xii, 347 Pages
Publication Name
Stochastic Analysis
Language
English
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Publication Year
1997
Type
Textbook
Subject Area
Mathematics
Author
Paul Malliavin
Series
Grundlehren Der Mathematischen Wissenschaften Ser.
Format
Hardcover

Dimensions

Item Weight
53.6 Oz
Item Length
9.3 in
Item Width
6.1 in

Additional Product Features

Intended Audience
Scholarly & Professional
LCCN
97-006419
Dewey Edition
21
Series Volume Number
313
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.2
Table Of Content
Contents: Part I. Differential Calculus on Gaussian Probability Spaces.- Ch. 1 Gaussian probability spaces.- Ch. 2 Gross-Stroock Sobolev Spaces over a Gaussian Probability Space.- Ch. 3 Smoothness of Laws.- Part II. Quasi-Sure Analysis.- Ch. 4 Foundations of Quasi-Sure Analysis: Hierarchy of Capacities and Precise Gaussian Probability Space.- Ch. 5 Differential Geometry on a Precise Gaussian Probability Space.- Part III. Stochastic Integrals.- Ch. 6 White Noise Stochastic Integrals as Divergence.- Ch. 7 Ito's Theory of Stochastic Integration.- Part IV. Stochastic Differential Equations.- Ch. 8 From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle.- Ch. 9 Elliptic Estimates through Stochastic Analysis.- Part V. Stochastic Analysis in Infinite Dimensions.- Ch. 10 Stochastic Analysis on Wiener Spaces.- Ch. 11 Path Spaces and their Tangent Spaces.- Index.- Bibliography.
Synopsis
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., 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., 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.
LC Classification Number
QA273.A1-274.9

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