随机分析

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作　者：	（）Paul Malliavin著
出版社：	世界图书出版公司北京公司
丛编项：
标　签：	概率论与随机过程

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ISBN：	9787506259491	出版时间：	2003-01-01	包装：	胶版纸
开本：	22cm	页数：	342页	字数：

内容简介

　　An appropriate coverage of the subjects contained in the five parts of this book would need several monographs. We hope that the global treatment presented here may emphasize some of their deep interactions. As far as possible we present self-contained proofs; we have also tried to produce a book that could be used in a graduate course.

作者简介

暂缺《随机分析》作者简介

图书目录

Part I. Differential Calculus on Gaussian Probability Spaces
Chapter I Gaussian Probability Spaces
Chapter II Gross-Stroock Sobolev Spaces over a Gaussian Probability Space
Chapter III Smoothness of Laws
Part II. Quasi-Sure Analysis
Chapter IV Foundations of Quasi-Sure Analysis:
Hierarchy of Capacities and Precise Gaussian Probability Spaces
Chapter V Differential Geometry on a Precise Gaussian Probability Space
Part III. Stochastic Integrals
Chapter VI White Noise Stochastic Integrals as Divergences
Chapter VII Ito‘s Theory of Stochastic Integration
Part IV. Stochastic Differential Equations
Chapter VIII From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle
Chapter IX Elliptic Estimates Through Stochastic Analysis
Part V. Stochastic Analysis in Infinite Dimensions
Chapter X Stochastic Analysis on Wiener Spaces
Chapter XI Path Spaces and Their Tangent Spaces
Bibliography
Index
Index of Notations