Mohlo by se vám také líbit

Informovat o naskladnění knihy

Více informací o knize Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 185 bodů

Anotace knihy

This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI. It starts with an account of classic stochastic analysis in the Weiner spaces; and then discusses in detail the ESI for the Weiner measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated. Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures. Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The
• Autor: N. V. Norin
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 272
• EAN: 9789810225681
• ISBN: 9810225687
• ID: 05065381
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Datum vydání: 08. January 1996

Oblíbené z jiného soudku

---

---

---