| Malliavin随机分析和相关论题-第2版 |
|
2020-06-21 00:00:00 |
|
|
Malliavin随机分析和相关论题-第2版 目录
introduction
analysis on the wiener space
1.1 wiener chaos and stochastic integrals
1.1.1 the wiener chaos decomposition
1.1.2 the white noise case: multiple wiener-it5integrals
1.1.3 it5 stochastic calculus
1.2 the derivative operator
1.2.1 the derivative operator in the white noise case.
1.3 the divergence operator
1.3.1 properties of the divergence operator
1.3.2 the skorohod integral
1.3.3 the it5 stochastic integral as a particularcase
of the skorohod integral
1.3.4 stochastic integral representation
of wiener functionals
1.3.5 local properties
1.4 the ornstein-uhlenbeck semigroup
1.4.1 the semigroup of ornstein-uhlenbeck
1.4.2 the generator of the ornstein-uhlenbecksemigroup
1.4.3 hypercontractivity property
and the multiplier theorem
1.5 sobolev spaces and tile equivalence of norms
……
Malliavin随机分析和相关论题-第2版 节选
《Malliavi随机分析和相关论题(第2版)》适用于数学、概率统计以及相关领域的学生、老师和科研人员。
|
|
http://book.00-edu.com/tushu/sh1/202007/2620313.html |
