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Stochastic Analysis on Infinite Dimensional Spaces

H Kunita, Hui-Hsiung Kuo




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 | #14639653 in Books |  1994-08-22 | Original language:English | PDF # 1 |  9.75 x6.75 x1.00l, | File type: PDF | 336 pages

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The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.) 2. Stochastic partial differential equations: Linear and quasi-linear equations with initial conditions (or terminal conditions) and boundary conditions have been st...

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