An Introduction to Analysis on Wiener Space: 1610 (Lecture Notes in Mathematics, 1610) - Softcover

Üstünel, Ali S.

Softcover

ISBN 10: 3540601708 ISBN 13: 9783540601708

Publisher: Springer, 1995

Synopsis

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!

About this title

Synopsis

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.

Edition details

• Publisher: Springer
• Publication date: 1995
• Language: English
• ISBN 10: 3540601708
• ISBN 13: 9783540601708
• Binding: Paperback
• Number of pages: 112