Kniha Stochastic Analysis Paul Malliavin

Stochastic Analysis

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
119.67
This book, written by the founder of the stochastic calculus of variations, now a wide and prolific...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1997
Stránok
347
EAN
9783540570240
ISBN
3540570241
Enbook ID
01565681
Hmotnosť
1520
Rozmery
155 x 235 x 21

Kompletný 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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