Stochastic Analysis
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Beschreibung
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.
Autor*in
Paul Malliavin
Themen in »Stochastic Analysis«
CON_D031 Infinite dimension Loop space analysis Malliavin calculus Sobolev space YellowSale2006 anticipative stochastic integral as divergence operature quasi sure analysis stochastic analysis stochastic analysis on path space stochastic calculus of variation stochastic differential equations