Stochastic Analysis on Infinite Dimensional Spaces

Stochastic Analysis on Infinite Dimensional Spaces
ISBN-10
0582244900
ISBN-13
9780582244900
Category
Mathematics
Pages
336
Language
English
Published
1994-08-22
Publisher
CRC Press
Authors
H Kunita, Hui-Hsiung Kuo

Description

The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.)

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