Malliavin Calculus at Saint-Flour (Probability at Saint-Flour)

Ikeda, N./ Nualart, D./ Stroock, D.

Springer（2012/02発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 354 p.
• 言語 ENG
• 商品コード 9783642259319

基本説明

Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998).

Full Description

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ​

Contents

                               Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ​