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Can I read Stochastic analysis on EtoBox?
Stochastic analysis by Paul Malliavin (auth.) is a nonfiction available to read on EtoBox.
What is Stochastic analysis about?
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. Abstract: 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
Who reads Stochastic analysis?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Paul Malliavin (auth.)
- Publisher
- Springer Berlin Heidelberg : Imprint : Springer
- Published
- 1997
- Language
- EN
- ISBN
- 9783540570240
- Category
- nonfiction
- Subjects
- Mathematics, Stem
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