3 options
An Introduction to Analysis on Wiener Space / by Ali Süleyman Üstünel.
Math/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2366,2368-2379,2381-2382 2385,2388-2389
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- Format:
- Book
- Author/Creator:
- Ustunel, A. S. (Ali Süleyman), author.
- Series:
- Lecture Notes in Mathematics, 0075-8434 ; 1610.
- Lecture Notes in Mathematics, 0075-8434 ; 1610
- Language:
- English
- Subjects (All):
- Functional analysis.
- Distribution (Probability theory).
- Functional Analysis.
- Probability Theory and Stochastic Processes.
- Theoretical, Mathematical and Computational Physics.
- Local Subjects:
- Functional Analysis.
- Probability Theory and Stochastic Processes.
- Theoretical, Mathematical and Computational Physics.
- Physical Description:
- 1 online resource (X, 102 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1995.
- System Details:
- text file PDF
- Summary:
- 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, id est independence, Ramer's theorem, et cetera 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!
- Contents:
- 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.
- Other Format:
- Printed edition:
- ISBN:
- 9783540446620
- Access Restriction:
- Restricted for use by site license.
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.