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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!
"synopsis" may belong to another edition of 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.
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An Introduction to Analysis on Wiener Space. Lecture notes in mathematics; Bd. 1610.
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An Introduction to Analysis on Wiener Space (Lecture Notes in Mathematics, 1610)
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An Introduction to Analysis on Wiener Space
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An Introduction to Analysis on Wiener Space (Lecture Notes in Mathematics, 1610)
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An Introduction to Analysis on Wiener Space
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An Introduction to Analysis on Wiener Space
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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! 116 pp. Englisch. Seller Inventory # 9783540601708
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An Introduction to Analysis on Wiener Space
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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! Seller Inventory # 9783540601708
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An Introduction to Analysis on Wiener Space
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 . Seller Inventory # 4895135
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An Introduction to Analysis on Wiener Space (Lecture Notes in Mathematics, 1610)
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