Stochastic Analysis - Grundlehren der mathematischen Wissenschaften - Paul Malliavin - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540570240 - April 16, 1997
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Paul Malliavin
Stochastic Analysis - Grundlehren der mathematischen Wissenschaften 1st ed. 1997. Corr. 2nd printing 0 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, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 16, 1997
ISBN13 9783540570240
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 347
Dimensions 155 × 235 × 20 mm   ·   684 g
Language English   French  

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