9783540601708 - an introduction to analysis on wiener space par üstünel, ali süleyman (3 résultats)

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Vendeur : Anybook.com, Lincoln, Royaume-UniAnybook.com
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Satisfaisant
EUR 12,65
EUR 15,77 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : 1 disponible(s)
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
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion
EUR 8,50
EUR 40,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
Softcover. 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
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Occasion - Très bon
EUR 19,52
EUR 105,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
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.