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＜電子ブック＞
An Introduction to Analysis on Wiener Space / by Ali S. Üstünel
(Lecture Notes in Mathematics. ISSN:16179692 ; 1610)

版	1st ed. 1995.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1995
本文言語	英語
大きさ	X, 102 p : online resource
冊子体	An introduction to analysis on Wiener space / Ali Suleyman Ustunel. ; 1610
著者標目	*Üstünel, Ali S author SpringerLink (Online service)
件　名	LCSH:Functional analysis LCSH:Probabilities LCSH:Mathematical physics FREE:Functional Analysis FREE:Probability Theory FREE:Theoretical, Mathematical and Computational Physics
一般注記	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 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! Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0096328

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