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Introduction to Infinite Dimensional Stochastic Analysis, 1

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Introduction to Infinite Dimensional Stochastic Analysis, 1 hi-yuan Huang
Libristo kod: 02005576
Nakladnici Springer Netherlands, siječanj 2001
This book offers a concise introduction to the rapidly expanding field of infinite dimensional stoch... Cijeli opis
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This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. §Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis.

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Informacije o knjizi

Puni naziv Introduction to Infinite Dimensional Stochastic Analysis, 1
Autor hi-yuan Huang, ia-an Yan
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2001
Broj stranica 296
EAN 9789401057981
ISBN 9401057982
Libristo kod 02005576
Nakladnici Springer Netherlands
Težina 480
Dimenzije 155 x 235 x 16

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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