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Stochastic Analysis by Paul Malliavin: New
US $144.92
ApproximatelyAU $221.39
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Located in: Sparks, Nevada, United States
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eBay item number:364566136854
Item specifics
- Condition
- Book Title
- Stochastic Analysis
- Publication Date
- 1997-04-16
- Pages
- 347
- ISBN
- 9783540570240
About this product
Product Identifiers
Publisher
Springer Berlin / Heidelberg
ISBN-10
3540570241
ISBN-13
9783540570240
eBay Product ID (ePID)
478442
Product Key Features
Number of Pages
Xii, 347 Pages
Publication Name
Stochastic Analysis
Language
English
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Publication Year
1997
Type
Textbook
Subject Area
Mathematics
Series
Grundlehren Der Mathematischen Wissenschaften Ser.
Format
Hardcover
Dimensions
Item Weight
53.6 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
97-006419
Dewey Edition
21
Series Volume Number
313
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.2
Table Of Content
Contents: Part I. Differential Calculus on Gaussian Probability Spaces.- Ch. 1 Gaussian probability spaces.- Ch. 2 Gross-Stroock Sobolev Spaces over a Gaussian Probability Space.- Ch. 3 Smoothness of Laws.- Part II. Quasi-Sure Analysis.- Ch. 4 Foundations of Quasi-Sure Analysis: Hierarchy of Capacities and Precise Gaussian Probability Space.- Ch. 5 Differential Geometry on a Precise Gaussian Probability Space.- Part III. Stochastic Integrals.- Ch. 6 White Noise Stochastic Integrals as Divergence.- Ch. 7 Ito's Theory of Stochastic Integration.- Part IV. Stochastic Differential Equations.- Ch. 8 From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle.- Ch. 9 Elliptic Estimates through Stochastic Analysis.- Part V. Stochastic Analysis in Infinite Dimensions.- Ch. 10 Stochastic Analysis on Wiener Spaces.- Ch. 11 Path Spaces and their Tangent Spaces.- Index.- Bibliography.
Synopsis
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., 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., 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.
LC Classification Number
QA273.A1-274.9
Item description from the seller
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- m***m (2310)- Feedback left by buyer.Past 6 monthsVerified purchaseI’m thrilled with my recent purchase . The website was user-friendly, and the product descriptions were accurate. Customer service was prompt and helpful, answering all my questions. My order arrived quickly, well-packaged, and the product exceeded my expectations in quality. I’m impressed with the attention to detail and the overall experience. I’ll definitely shop here again and highly recommend from this seller to others. Thank you for a fantastic experience!
- a***n (51)- Feedback left by buyer.Past 6 monthsVerified purchaseMistakenly ordered a paperback that I thought was a hardcover, not sellers fault; it was described properly on the listing. Seller still processed a refund the day I went to return the item and let me keep the item anyway. A+++ service. Book arrived quickly in great condition and for a great price. Thank you so much! Amazing seller!
- n***c (96)- Feedback left by buyer.Past 6 monthsVerified purchaseseller was communicative about my shipment, media mail took a while and tracking wasn't updated frequently, but seller communicated to me very quickly on status. the item came new and wrapped as described, though the packaging in it was packed wasn't sturdy and falling apart when it got to me.
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