Holdings: Stochastic analysis

Stochastic analysis:

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Bibliographic Details
Main Author:	Malliavin, Paul 1925-2010 (Author)
Format:	Book
Language:	German
Published:	Berlin [und 11 andere] Springer [1997]
Series:	Grundlehren der mathematischen Wissenschaften 313
Subjects:	Stochastic analysis Stochastische Analysis
Online Access:	Inhaltsverzeichnis
Physical Description:	xi, 342 Seiten Illustrationen, Diagramme
ISBN:	3540570241

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MARC


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Record in the Search Index

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adam_text	PAUL MALLIAVIN STOCHASTIC ANALYSIS SPRINGER TABLE OF CONTENTS PART I. DIFFERENTIAL CALCULUS ON GAUSSIAN PROBABILITY SPACES 1 CHAPTER I GAUSSIAN PROBABILITY SPACES 3 CHAPTER II GROSS-STROOCK SOBOLEV SPACES OVER A GAUSSIAN PROBABILITY SPACE 29 CHAPTER III SMOOTHNESS OF LAWS 63 PART II. QUASI-SURE ANALYSIS 87 CHAPTER IV FOUNDATIONS OF QUASI-SURE ANALYSIS: HIERARCHY OF CAPACITIES AND PRECISE GAUSSIAN PROBABILITY SPACES 89 CHAPTER V DIFFERENTIAL GEOMETRY ON A PRECISE GAUSSIAN PROBABILITY SPACE 125 PART III. STOCHASTIC INTEGRALS 147 CHAPTER VI WHITE NOISE STOCHASTIC INTEGRALS AS DIVERGENCES 149 CHAPTER VII -. ITO S THEORY OF STOCHASTIC INTEGRATION 173 PART IV. STOCHASTIC DIFFERENTIAL EQUATIONS 201 CHAPTER VIII FROM ORDINARY DIFFERENTIAL EQUATIONS TO STOCHASTIC FLOW: THE TRANSFER PRINCIPLE 203 CHAPTER IX ELLIPTIC ESTIMATES THROUGH STOCHASTIC ANALYSIS 237 PART V. STOCHASTIC ANALYSIS IN INFINITE DIMENSIONS 257 CHAPTER X STOCHASTIC ANALYSIS ON WIENER SPACES 259 CHAPTER XI PATH SPACES AND THEIR TANGENT SPACES 273 BIBLIOGRAPHY 301 INDEX 341 INDEX OF NOTATIONS 343
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spelling	Malliavin, Paul 1925-2010 Verfasser (DE-588)115728023 aut Stochastic analysis Paul Malliavin Berlin [und 11 andere] Springer [1997] © 1997 xi, 342 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Grundlehren der mathematischen Wissenschaften 313 Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 s DE-604 Grundlehren der mathematischen Wissenschaften 313 (DE-604)BV000000395 313 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007544883&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
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title	Stochastic analysis
title_auth	Stochastic analysis
title_exact_search	Stochastic analysis
title_full	Stochastic analysis Paul Malliavin
title_fullStr	Stochastic analysis Paul Malliavin
title_full_unstemmed	Stochastic analysis Paul Malliavin
title_short	Stochastic analysis
title_sort	stochastic analysis
topic	Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd
topic_facet	Stochastic analysis Stochastische Analysis
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Holdings

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