Skip to content

Opening book details…

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

More by Paul Malliavin (auth.)

Browse all works by Paul Malliavin (auth.)

Similar books