Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus
Author:   Jorg-Uwe Lobus
Publisher:   American Mathematical Society
ISBN:  

9781470426033


Pages:   135
Publication Date:   30 October 2017
Format:   Paperback
Availability:   Temporarily unavailable   Availability explained
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Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus


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Author:   Jorg-Uwe Lobus
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
Weight:   0.220kg
ISBN:  

9781470426033


ISBN 10:   147042603
Pages:   135
Publication Date:   30 October 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Temporarily unavailable   Availability explained
The supplier advises that this item is temporarily unavailable. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out to you.

Table of Contents

Introduction, Basic objects, and main result Flows and logarithmic derivative relative to $X$ under orthogonal projection The density formula Partial integration Relative compactness of particle systems Appendix A. Basic Malliavin calculus for Brownian motion with random initial data References Index.

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Jorg-Uwe Lobus, Linkopings Universitet, Sweden.

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