Stochastic Analysis

Stochastic Analysis
Author: Paul Malliavin
Publisher: Springer
Total Pages: 346
Release: 2015-06-12
Genre: Mathematics
ISBN: 3642150748
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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
Language: en
Pages: 346

Stochastic Analysis

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

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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: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

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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

Foundations of Stochastic Analysis

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

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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
Language: en
Pages: 218

Stochastic Analysis

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

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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: 322

Stochastic Analysis in Discrete and Continuous Settings

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

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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