Stochastic Analysis (Grundlehren der mathematischen Wissenschaften) pdf epub mobi txt 电子书下载 2025

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出版者:Springer

作者:Paul Malliavin

出品人:

页数:376

译者:

出版时间:1997-12-31

价格:USD 155.00

装帧:Hardcover

isbn号码:9783540570240

丛书系列:Grundlehren der mathematischen Wissenschaften

图书标签:

随机分析
经典教材
stochastic

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This book accounts in 5 independent parts, 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.