Stochastic Analysis

Stochastic Analysis
Author :
Publisher : Springer
Total Pages : 346
Release :
ISBN-10 : 9783642150746
ISBN-13 : 3642150748
Rating : 4/5 (748 Downloads)

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

GET 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
Authors: Weinan E
Categories: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

GET 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: 322
Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: Courier Corporation

GET EBOOK

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
Stochastic Analysis of Biochemical Systems
Language: en
Pages: 91
Authors: David F. Anderson
Categories: Mathematics
Type: BOOK - Published: 2015-04-23 - Publisher: Springer

GET EBOOK

This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology
Stochastic Analysis
Language: en
Pages: 225
Authors: Shigeo Kusuoka
Categories: Mathematics
Type: BOOK - Published: 2020-10-20 - Publisher: Springer Nature

GET 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