Isbn: 9783540601708 - an introduction to analysis on wiener space: 1610 (lecture notes in mathematics, 1610) (6 resultados)

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,300grams, ISBN:9783540601708. …

Condición: Good. 1st Edition. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.…

Softcover. Condición: Bon. Ancien livre de bibliothèque avec équipements. Edition 2009. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 2009. Ammareal gives back up to 15% of this item's net price to charity organizations.…

Condición: As New. Unread book in perfect condition.

Softcover. Condición: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-03730 9783540601708 Sprache: Englisch Gewicht in Gramm: 550.

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem, etc. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus.…