Stochastic Analysis - Grundlehren der mathematischen Wissenschaften - Paul Malliavin - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642150739 -
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Stochastic Analysis - Grundlehren der mathematischen Wissenschaften Softcover reprint of the original 1st ed. 1997 edition


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In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; principle of transfer from ordinary differential equations to stochastic differential equations; stochastic Analysis in infinite dimension.


347 pages, XII, 347 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
ISBN13 9783642150739
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 347
Dimensions 150 × 220 × 10 mm   ·   651 g

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