Stochastic analysis 978-3-642-15073-9, 364215073X, 978-3-642-15074-6, 3642150748

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space

278 12 2MB

English Pages [354] Year 1997

Stochastic analysis
978-3-642-15073-9, 364215073X, 978-3-642-15074-6, 3642150748

Author / Uploaded
Malliavin
Paul

Table of contents :
Front Matter....Pages I-XI
Front Matter....Pages 1-2
Gaussian Probability Spaces....Pages 3-27
Gross-Stroock Sobolev Spaces over a Gaussian Probability Space....Pages 29-62
Smoothness of Laws....Pages 63-83
Front Matter....Pages 87-88
Foundations of Quasi-Sure Analysis: Hierarchy of Capacities and Precise Gaussian Probability Spaces....Pages 89-123
Differential Geometry on a Precise Gaussian Probability Space....Pages 125-144
Front Matter....Pages 147-148
White Noise Stochastic Integrals as Divergences....Pages 149-171
Itô’s Theory of Stochastic Integration....Pages 173-198
Front Matter....Pages 201-202
From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle....Pages 203-235
Elliptic Estimates Through Stochastic Analysis....Pages 237-251
Front Matter....Pages 257-258
Stochastic Analysis on Wiener Spaces....Pages 259-271
Path Spaces and Their Tangent Spaces....Pages 273-298
Back Matter....Pages 301-346

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