Introduction to Infinite Dimensional Stochastic Analysis /

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...

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Bibliographic Details
Main Author: Huang, Zhi-yuan
Corporate Author: SpringerLink (Online service)
Other Authors: Yan, J. (Jia-An)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands, 2000.
Series:Mathematics and its applications ; 502.
Subjects:
Online Access:Connect to the full text of this electronic book
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by Huang, Zhi-yuan
Published 2000
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