In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; qu

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob

This book offers a concise introduction to stochastic analysis, particularly the Malliavin calculus. A detailed description is given of all technical tools nece

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o