Książka Stochastic Analysis Paul Malliavin

Stochastic Analysis

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
507.46
This book, written by the founder of the stochastic calculus of variations, now a wide and prolific...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
1997
strony
347
EAN
9783540570240
ISBN
3540570241
Enbook ID
01565681
Waga
1520
Wymiary
155 x 235 x 21

Pełny opis

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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