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Stochastic Analysis

Stochastic Analysis PDF Author: Paul Malliavin
Publisher: Springer
ISBN: 3642150748
Category : Mathematics
Languages : en
Pages : 346

Book Description
In 5 independent sections, this book accounts 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.
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