随机分析

出版时间：2003-6  出版社：世界图书出版公司  作者：Paul Malliavin  页数：342  
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内容概要

An appropriate coverage of the subjects contained in the five parts of this book would need several monographs. We hope that the global treatment presented here may emphasize some of their deep interactions. As far as possible we present self-contained proofs; we have also tried to produce a book that could be used in a graduate course.

书籍目录

Part I. Differential Calculus on Gaussian Probability Spaces   Chapter I Gaussian Probability Spaces   Chapter II Gross-Stroock Sobolev Spaces over a Gaussian Probability Space   Chapter III Smoothness of Laws Part II. Quasi-Sure Analysis   Chapter IV Foundations of Quasi-Sure Analysis:    Hierarchy of Capacities and Precise Gaussian Probability Spaces   Chapter V Differential Geometry on a Precise Gaussian Probability Space Part III. Stochastic Integrals   Chapter VI White Noise Stochastic Integrals as Divergences   Chapter VII Ito‘s Theory of Stochastic Integration Part IV. Stochastic Differential Equations   Chapter VIII From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle   Chapter IX Elliptic Estimates Through Stochastic Analysis Part V. Stochastic Analysis in Infinite Dimensions   Chapter X Stochastic Analysis on Wiener Spaces   Chapter XI Path Spaces and Their Tangent Spaces Bibliography Index Index of Notations

用户评论 (总计5条)

•   本书是随机分析的经典教材，内容很好，结构合理，不过有点难，慢慢看吧
•   随机过程经典之作，值得一看。。
•   P.Malliavin去年过世了。Stroock等人在AMS发了一篇评论。
  今年念过他一个随机流+共形焊接的东西。只看了一小部分。Malliavin写的东西太难懂了。
  既不认识他，也不懂他的数学，不过心里有一种情感。Ito去世时，Malliavin说，没有Ito的世界不再美丽。如今他也离开了。他的话，对我是一种激励。
•   这本书要求的基础知识比较多，看了前言部分，估计不简单，但是这确实是本好书！
•   塑料包装很好，书拿到手里很新，看起来像正版。