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Book Stochastic Analysis Paul Malliavin

Stochastic Analysis

Language

English

Book Hardback

Book Stochastic Analysis Paul Malliavin

Libristo code: 01565681

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, April 1997

This book, written by the founder of the stochastic calculus of variations, now a wide and prolific... Full description

Libristo code: 01565681

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This book, written by the founder of the stochastic calculus of variations, now a wide and prolific field of research, is divided into five independent parts that can each be read independently of the others. It is an account of the main recent developments in the field, taking care however over the geometric foundations, particularly the intrinsic point of view. Analytic applications are also presented. Included is the first presentation in book-form of quasi-sure analysis.§The book includes a vast bibliography of close to 800 items, and will be most valuable to all stochastic analysts. Parts of it can also be used for graduate courses.

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About the book

Full name Stochastic Analysis

Author Paul Malliavin

Language

English

Binding Book - Hardback

Date of issue 1997

Number of pages 347

EAN 9783540570240

ISBN 3540570241

Libristo code 01565681

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Weight 1520

Dimensions 155 x 235 x 21

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics

Mathematics & Science > Mathematics > Probability & statistics

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