Stochastic Analysis

Name: Stochastic Analysis
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540570240
Price: 2742 CZK
Availability: InStock

Autor: Paul Malliavin

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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This book, written by the founder of the stochastic calculus of variations, now a wide and prolific...

Informace o knize

Autor

Paul Malliavin

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1997

Stránek

347

EAN

9783540570240

ISBN

3540570241

Enbook ID

01565681

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

1520

Rozměry

155 x 235 x 21

Kompletní popis

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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Stochastic Analysis

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