Name: an introduction to analysis on wiener space
SKU: 3486004
Price: 1094.00 TWD
Availability: InStock
Author: üstünel
ISBN: 9783540601708

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portada an introduction to analysis on wiener space

an introduction to analysis on wiener space

Type

Physical Book

Publisher

Springer

Author

üstünel

Language

English

Pages

ISBN

3540601708

ISBN13

9783540601708

Synopsis "an introduction to analysis on wiener space"

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, ramers 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!