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Stochastic Analysis / Edition 1
Barnes and Noble
Stochastic Analysis / Edition 1
Current price: $129.99
Barnes and Noble
Stochastic Analysis / Edition 1
Current price: $129.99
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This book accounts in 5 independent parts, recent main developments of Shastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate shastic integrals as divergence operators; principle of transfer from ordinary differential equations to shastic differential equations; Malliavin calculus and elliptic estimates; shastic Analysis in infinite dimension.