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Üstünel ; Transformation of measure on Wiener space [Livre numérique] / A. Süleyman Üstünel, Moshe Zakai
Berlin : Springer, 2000
(Springer monographs in mathematics, 1439-7382)
Sujets :
Functional analysis -- Measures, integration, derivative, holomorphy -- Measures and integration on abstract linear spaces,
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic integrals,
Probability theory and stochastic processes -- Stochastic processes -- Gaussian processes,
Probability theory and stochastic processes -- Stochastic processes -- Continuity and singularity of induced measures,
Measure and integration -- Set functions and measures on spaces with additional structure -- Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.),

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