An Introduction to Analysis on Wiener Space
Author:   Ali S. Üstünel ,  Ali S. Stunel
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1995 ed.
Volume:   1610
ISBN:  

9783540601708


Pages:   102
Publication Date:   18 September 1995
Format:   Paperback
Availability:   In Print   Availability explained
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An Introduction to Analysis on Wiener Space


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Overview

This text gives the basis of the probabilistic functional analysis on Wiener space, developed since the 1980s. The subject has progressed considerably through its links with QFT and the impact of ""Stochastic Calculus of Variations"" of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random variables defined on the Wiener space, the book focuses on quite different subjects, such as independence, Ramer's theorem, and so forth. 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.

Full Product Details

Author:   Ali S. Üstünel ,  Ali S. Stunel
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1995 ed.
Volume:   1610
Dimensions:   Width: 15.50cm , Height: 0.60cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9783540601708


ISBN 10:   3540601708
Pages:   102
Publication Date:   18 September 1995
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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.

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