Book Details
Format
Paperback / Softback
Book Series
Translations of Mathematical Monographs
ISBN-10
0821826263
ISBN-13
9780821826263
Edition
illustrated Edition
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
US
Country of Publication
GB
Publication Date
May 30th, 2004
Print length
200 Pages
Weight
242 grams
Dimensions
21.50 x 14.20 x 1.10 cms
Product Classification:
Probability & statisticsProbability and statisticsStochastics
Ksh 8,100.00
Werezi Extended Catalogue
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space - the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. This book presents an introduction to the Malliavin calculus.
Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. This book provides readers with a concise introduction to stochastic analysis, in particular, to the Malliavin calculus. It contains a detailed description of all the technical tools necessary to describe the theory, such as the Wiener process, the Ornstein-Uhlenbeck process, and Sobolev spaces. It also presents applications of stochastic calculus to the study of stochastic differential equations. The volume is suitable for graduate students and research mathematicians interested in probability and random processes.
Get Stochastic Analysis by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by American Mathematical Society and it has pages.
