Differentiable measures and the Malliavin calculus / Vladimir I. Bogachev.

Format:

Book

Author/Creator:

Bogachev, V. I. (Vladimir Igorevich), 1961-

Series:

Mathematical surveys and monographs ; no. 164.

Mathematical surveys and monographs ; v. 164

Language:

English

Subjects (All):

Measure theory.

Theory of distributions (Functional analysis).

Sobolev spaces.

Malliavin calculus.

Physical Description:

xv, 488 pages ; 27 cm.

Place of Publication:

Providence, R.I. : American Mathematical Society, [2010]

Contents:

1. Background material

2. Sobolev spaces on IRn ["n" is superscript]

3. Differentiable measures on linear spaces

4. Some classes of differentiable measures

5. Subspaces of differentiability of measures

6. Integration by parts and logarithmic derivatives

7. Logarithmic gradients

8. Sobolev classes on infinite dimensional spaces

9. the Malliavin calculus

10. Infinite dimensional transformations

11. Measures on manifolds

12. Applications.

Notes:

Includes bibliographical references and index.

ISBN:

9780821849934

082184993X

OCLC:

539078713