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9780821826263

Stochastic Analysis

Stochastic Analysis

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  • ISBN-13: 9780821826263
  • ISBN: 0821826263
  • Publisher: American Mathematical Society

AUTHOR

Shigekawa, Ichiro

SUMMARY

Ichiro Shigekawa presents a concise introduction to stochastic analysis, in particular the Malliavin calculus. He includes a description of all the technical tools necessary to describe the theory, such as the Wiener process, the Ornstein-Uhlenbeck process, & Sobolev spaces.Shigekawa, Ichiro is the author of 'Stochastic Analysis ' with ISBN 9780821826263 and ISBN 0821826263.

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