La connaissance n'est rien si elle n'est partagée.

LIRE EN LIGNE    Afficher !

Plus d'aperçus

Researches in Stochastic Analysis

Denis Feyel & Arnaud de La Pradelle


Fundamentally this book presents an analytic point of view on the probability theory of processes and emphasizes the strong connections between classical Potential Theory and Brownian motion. Since well-known superharmonic functions and supermartingales are so closely related that the filtering theory of processes can be seen as a particular Potential theory, they are analyzed here by the use of a common framework. This framework is the space L1(c) where c is a capacity, that is, roughly speaking, a sublinear functional, as first considered by B. Fuglede.


An associated notion of quasi-topology is defined that gives a very good account of the classical quasi- continuous functions in the finite or the infinite dimensio- Mnal case of the Malliavin calculus on a Wiener space.

Détails

This book concerns mathematicians who use stochastic methods in their research. It should also be of interest to students having some notions of functional analysis and of probability theory or at least of measure theory.


Écrivez votre propre avis

Seuls les utilisateurs qui se sont identifiés peuvent faire partager leurs remarques. Veillez vous identifier ou vous enregistrer