Stochastic analysis / Paul Malliavin

Auteur principal : Malliavin, Paul, 1925-2010, AuteurType de document : MonographieCollection : Grundlehren der mathematischen wissenschaften, 313Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer, 1997Description : 1 vol. (XI-342 p.) ; 24 cmISBN: 3540570241.ISSN: 0072-7830.Bibliographie : Bibliographie p. 301-340. Index.Sujet MSC : 60H07, Probability theory and stochastic processes - Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus
60G15, Probability theory and stochastic processes, Gaussian processes
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
60J45, Probability theory and stochastic processes - Markov processes, Probabilistic potential theoryEn-ligne : Springerlink Item type: Monographie
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Bibliographie p. 301-340. Index

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