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© 1997

Stochastic Analysis

Book

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Differential Calculus on Gaussian Probability Spaces

    1. Front Matter
      Pages 1-2
    2. Paul Malliavin
      Pages 3-27
    3. Paul Malliavin
      Pages 63-83
  3. Quasi-Sure Analysis

  4. Stochastic Integrals

    1. Front Matter
      Pages 147-148
    2. Paul Malliavin
      Pages 173-198
  5. Stochastic Differential Equations

    1. Front Matter
      Pages 201-202
    2. Paul Malliavin
      Pages 237-251
  6. Stochastic Analysis in Infinite Dimensions

    1. Front Matter
      Pages 257-258
    2. Paul Malliavin
      Pages 259-271
    3. Paul Malliavin
      Pages 273-298
  7. Back Matter
    Pages 301-346

About this book

Introduction

This book accounts in 5 independent parts, 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.

Keywords

CON_D031 Infinite dimension Loop space analysis Malliavin calculus Sobolev space YellowSale2006 anticipative stochastic integral as divergence operature quasi sure analysis stochastic analysis stochastic analysis on path space stochastic calculus of variation stochastic differential equations

Authors and affiliations

  1. 1.ParisFrance

Bibliographic information

  • Book Title Stochastic Analysis
  • Authors Paul Malliavin
  • Series Title Grundlehren der mathematischen Wissenschaften
  • DOI https://doi.org/10.1007/978-3-642-15074-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-3-540-57024-0
  • Softcover ISBN 978-3-642-15073-9
  • eBook ISBN 978-3-642-15074-6
  • Series ISSN 0072-7830
  • Series E-ISSN 2196-9701
  • Edition Number 1
  • Number of Pages XII, 347
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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