9783540601708 - an introduction to analysis on wiener space par üstünel, ali süleyman (4 résultats)
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Vendeur : -OnTimeBooks-, Phoenix, AZ, Etats-Unis-OnTimeBooks-
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Etat : good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped w…ith delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail.
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Vendeur : Anybook.com, Lincoln, Royaume-UniAnybook.com
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EUR 12,70
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Etat : 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.
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Vendeur : Antiquariat Bookfarm, Löbnitz, AllemagneAntiquariat Bookfarm
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EUR 8,50
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Softcover. Etat : Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-03730 9783540601708 Sprache: Englisch Gewicht in Gramm: 550.
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Vendeur : Buchpark, Trebbin, AllemagneBuchpark
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EUR 19,52
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Etat : 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 Variat…ions 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.
