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Cover: 9783540601708 | An Introduction to Analysis on Wiener Space | Ali S. Üstünel | Buch
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An Introduction to Analysis on Wiener Space
Taschenbuch von Ali S. Üstünel
Sprache: Englisch

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Beschreibung
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem, etc. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem, etc. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!
Inhaltsverzeichnis
Preliminaries.- Gross-Sobolev derivative, divergence and Ornstein-Uhlenbeck operator.- Meyer inequalities.- Hypercontractivity.- L p -multipliers theorem, meyer inequalities and distributions.- Some applications of the distributions.- Positive distributions and applications.- Characterization of independence of some Wiener functionals.- Moment inequalities for Wiener functional.- to the theorem of Ramer.
Details
Erscheinungsjahr: 1995
Fachbereich: Analysis
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Lecture Notes in Mathematics
Inhalt: x
102 S.
ISBN-13: 9783540601708
ISBN-10: 3540601708
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Üstünel, Ali S.
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Lecture Notes in Mathematics
Maße: 235 x 155 x 7 mm
Von/Mit: Ali S. Üstünel
Erscheinungsdatum: 18.09.1995
Gewicht: 0,189 kg
Artikel-ID: 101883493
Inhaltsverzeichnis
Preliminaries.- Gross-Sobolev derivative, divergence and Ornstein-Uhlenbeck operator.- Meyer inequalities.- Hypercontractivity.- L p -multipliers theorem, meyer inequalities and distributions.- Some applications of the distributions.- Positive distributions and applications.- Characterization of independence of some Wiener functionals.- Moment inequalities for Wiener functional.- to the theorem of Ramer.
Details
Erscheinungsjahr: 1995
Fachbereich: Analysis
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Lecture Notes in Mathematics
Inhalt: x
102 S.
ISBN-13: 9783540601708
ISBN-10: 3540601708
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Üstünel, Ali S.
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Lecture Notes in Mathematics
Maße: 235 x 155 x 7 mm
Von/Mit: Ali S. Üstünel
Erscheinungsdatum: 18.09.1995
Gewicht: 0,189 kg
Artikel-ID: 101883493
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