An Introduction to Analysis on Wiener Space (Paperback, 1995 ed.)

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!

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1610
Release date:	September 1995
First published:	1995
Authors:	Ali S. UEstunel
Dimensions:	235 x 155 x 6mm (L x W x T)
Format:	Paperback
Pages:	102
Edition:	1995 ed.
ISBN-13:	978-3-540-60170-8
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
LSN:	3-540-60170-8
Barcode:	9783540601708

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