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Stochastic Analysis - Grundlehren der mathematischen Wissenschaften Paul Malliavin Softcover reprint of the original 1st ed. 1997 edition
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Stochastic Analysis - Grundlehren der mathematischen Wissenschaften
Paul Malliavin
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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