Stochastic Analysis

Stochastic Analysis
Author :
Publisher : Springer
Total Pages : 346
Release :
ISBN-10 : 9783642150746
ISBN-13 : 3642150748
Rating : 4/5 (748 Downloads)
DOWNLOAD EBOOK
Book Synopsis Stochastic Analysis by : Paul Malliavin

Download or read book Stochastic Analysis written by Paul Malliavin and published by Springer. This book was released on 2015-06-12 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Stochastic Analysis Related Books

Stochastic Analysis
Language: en
Pages: 346

Stochastic Analysis

Authors: Paul Malliavin
Categories: Mathematics
Type: BOOK - Published: 2015-06-12 - Publisher: Springer

DOWNLOAD EBOOK

In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; qu
Applied Stochastic Analysis
Language: en
Pages: 305

Applied Stochastic Analysis

Authors: Weinan E
Categories: Stochastic analysis
Type: BOOK - Published: 2019-05-28 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Foundations of Stochastic Analysis
Language: en
Pages: 320

Foundations of Stochastic Analysis

Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Courier Corporation

DOWNLOAD EBOOK

This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. No prior knowledge of probability is assumed.
Stochastic Analysis
Language: en
Pages: 218

Stochastic Analysis

Authors: Shigeo Kusuoka
Categories: Mathematics
Type: BOOK - Published: 2020-10-20 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob
Stochastic Analysis in Discrete and Continuous Settings
Language: en
Pages: 282

Stochastic Analysis in Discrete and Continuous Settings

Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2009-07-14 - Publisher: Springer

DOWNLOAD EBOOK

This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text