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Introduction to infinite dimensional stochastic analysis / by Zhi-yuan Huang and Jia-an Yan.
Math/Physics/Astronomy Library QA274.2 .H83 2000
Available
- Format:
- Book
- Author/Creator:
- Huang, Zhi-yuan.
- Series:
- Mathematics and its applications (Kluwer Academic Publishers) ; v. 502.
- Mathematics and its applications ; v. 502
- Language:
- Chinese
- English
- Subjects (All):
- Stochastic analysis.
- Function spaces.
- Physical Description:
- xi, 296 pages ; 25 cm.
- Place of Publication:
- Dordrecht ; Boston : Kluwer Academic ; Beijing ; New York : Science Press, [2000]
- Summary:
- This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis.
- Notes:
- Includes bibliographical references (pages [271]-289) and indexes.
- ISBN:
- 079236208X
- OCLC:
- 43397176
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