Shigekawa, Ichiro
Libros de: Shigekawa, Ichiro
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Stochastic Analysis
Shigekawa, Ichiro
American Mathematical Society (2004)
- EAN: 9780821826263
- Páginas: 182
- Fecha de edición: 2004
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Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special ...