Introduction to infinite dimensional stochastic analysis
Auteur :
Huang, Zhi-yuan
Éditeur :
Huang, Zhi-yuanYan, Jia-an,
ISBN :
9780792362081
Date de publication :
1 janv. 2001
Dimensions :
23,4 x 15,6 x 1,9 cm
Poids :
615 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Offers an introduction to the field of infinite dimensional stochastic analysis. This book treats Malliavin calculus and white noise analysis, presenting these two different areas in a unified setting of Gaussian probability spaces.