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Stochastic analysis

Stochastic analysis (8회 대출)

자료유형
단행본
개인저자
Malliavin, Paul , 1925-.
서명 / 저자사항
Stochastic analysis / Paul Malliavin.
발행사항
Berlin ;   New York :   Springer ,   c1997   (2002 printing)  
형태사항
xi, 342 p. ; 24 cm.
총서사항
Grundlehren der mathematischen Wissenschaften , 0072-7830 ; 313
ISBN
3540570241 (Berlin : hardcover : acid-free paper) 9783540570240
서지주기
Includes bibliographical references (p. [301]-340) and index.
일반주제명
Stochastic analysis.
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001 000045478999
005 20081020142055
008 970226s1997 gw b 001 0 eng
010 ▼a 97006419
020 ▼a 3540570241 (Berlin : hardcover : acid-free paper)
020 ▼a 9783540570240
035 ▼a (KERIS)REF000014751335
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a QA274.2 ▼b .M35 1997
082 0 0 ▼a 519.2 ▼2 21
082 0 4 ▼a 519.22 ▼2 22
090 ▼a 519.22 ▼b M254s
100 1 ▼a Malliavin, Paul , ▼d 1925-.
245 1 0 ▼a Stochastic analysis / ▼c Paul Malliavin.
260 ▼a Berlin ; ▼a New York : ▼b Springer , ▼c c1997 ▼g (2002 printing)
300 ▼a xi, 342 p. ; ▼c 24 cm.
440 0 ▼a Grundlehren der mathematischen Wissenschaften , ▼x 0072-7830 ; ▼v 313
504 ▼a Includes bibliographical references (p. [301]-340) and index.
650 0 ▼a Stochastic analysis.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 519.22 M254s 등록번호 121177516 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

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.


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