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Stochastic Analysis

Language EnglishEnglish
Book Hardback
Book Stochastic Analysis Paul Malliavin
Libristo code: 01565681
This book, written by the founder of the stochastic calculus of variations, now a wide and prolific... Full description
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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
Language English
Binding Book - Hardback
Date of issue 1997
Number of pages 347
EAN 9783540570240
ISBN 3540570241
Libristo code 01565681
Weight 1520
Dimensions 155 x 235 x 21
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