An introduction to analysis on Wiener space / Ali Suleyman Ustunel

Auteur: Üstünel, Ali Süleyman (1950-) - AuteurType de document: MonographieCollection: Lecture notes in mathematics ; 1610Langue: anglaisPays: AllemagneÉditeur: Berlin : Springer, 1995Description: 1 vol. (X-93 p.) : ill. ; 24 cm ISBN: 3540601708 ; br. Résumé: This monograph presents a streamlined introduction to analysis on Wiener space, a term used here for the functional analytic theory of the Wiener space gradient. This subject is, of course, the foundation of Malliavin's stochastic calculus of variations. However, the text touches on the standard applications—Malliavin's criterion for regularity of densities, anticipative stochastic calculus—only lightly when at all; the focus is on the calculus of the Wiener space gradient itself and applications to properties of Wiener space functionals and distributions. (MathSciNet).Bibliographie: Bibliogr. p. [91]-93. Index. Sujets MSC: 60H07 Probability theory and stochastic processes -- Stochastic analysis -- Stochastic calculus of variations and the Malliavin calculus
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
46F25 Functional analysis -- Distributions, generalized functions, distribution spaces -- Distributions on infinite-dimensional spaces
En-ligne: Springerlink | MathSciNet
Location Call Number Status Date Due
Salle R 11367-01 / 60 UST (Browse Shelf) Available

Bibliogr. p. [91]-93. Index

This monograph presents a streamlined introduction to analysis on Wiener space, a term used here for the functional analytic theory of the Wiener space gradient. This subject is, of course, the foundation of Malliavin's stochastic calculus of variations. However, the text touches on the standard applications—Malliavin's criterion for regularity of densities, anticipative stochastic calculus—only lightly when at all; the focus is on the calculus of the Wiener space gradient itself and applications to properties of Wiener space functionals and distributions. (MathSciNet)

There are no comments for this item.

Log in to your account to post a comment.
Languages: English | Français | |