Stochastic analysis / Paul Malliavin.

• Material Type: 図書
• ISBN: 3540570241 (hardcover : alk. paper)
• ISSN (series): 0072-7830
• Title: Stochastic analysis / Paul Malliavin.
• Series Title: Grundlehren der mathematischen Wissenschaften
• Author Heading: Malliavin, Paul, 1925-
• Publication, Distribution, etc.: Berlin : Springer; Tokyo : Springer
• Publication Date: c1997.
• Publication Date (W3CDTF): 1997
• Extent: xi, 342 p. ; 25 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 確率過程. Kakuritukatei.; Stochastic analysis.
• LCC: QA274.2
• DDC: 519.2
• NDLC: MA211
• Note (Bibliography): Includes bibliographical references (p. [301]-340) and index.
• Holding library: 国立国会図書館
• Call No.: MA211-A174
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003257284; http://id.ndl.go.jp/bib/000003257284
• LC Control Number: 97006419; https://lccn.loc.gov/97006419
• Bibliographic Record Category (NDL): 211

Table of Contents

Table of Contents

Part I．　Differential Calculus on Gaussian Probability Spaces/ 1

Chapter I　Gaussian Probability Spaces/ 3

Chapter II　Gross-Stroock Sobolev Spaces over a Gaussian Probability Space/ 29

Chapter III　Smoothness of Laws/ 63