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Stochastic Analysis (Grundlehren der mathematischen Wissenschaften 313) PDF

184 Pages·1997·7.456 MB·English
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Preview Stochastic Analysis (Grundlehren der mathematischen Wissenschaften 313)

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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.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.