Stochastic analysis / Paul Malliavin

• Autore: Malliavin, Paul
• Pubblicazione: Berlin, : Springer, 1997
• Descrizione fisica: XI, 342 p. ; 24 cm.
• Soggetto topico: 31C15 - Potentials and capacities on other spaces [MSC 2020]; 31C25 - Dirichlet forms [MSC 2020]; 46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020]; 60G15 - Gaussian processes [MSC 2020]; 60G44 - Martingales with continuous parameter [MSC 2020]; 60H05 - Stochastic integrals [MSC 2020]; 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]; 60J45 - Probabilistic potential theory [MSC 2020]; 60J60 - Diffusion processes [MSC 2020]; 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 31C45 - Other generalizations (nonlinear potential theory, etc.) [MSC 2020]; 60G60 - Random fields [MSC 2020]
• Titolo autorizzato: Stochastic analysis
• ISBN: 35-405-7024-1
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: SUN0057287
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://books.google.it/books?id=F1YwCgAAQBAJ&printsec=frontcover&hl=it
• Serie: Grundlehren der mathematischen Wissenschaften : A series of comprehensive texts in mathematics ; 313 Berlin . -Springer , 1921-.