Transformation of Measure on Wiener Space
(Sprache: Englisch)
This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and...
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This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.
Klappentext zu „Transformation of Measure on Wiener Space “
This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.
Inhaltsverzeichnis zu „Transformation of Measure on Wiener Space “
1. Some Background Material and Preliminary Results.- 2. Transformation of Measure Induced by Adapted Shifts.- 3. Transformation of Measure Induced by General Shifts.- 4. The Sard Inequality.- 5. Transformation of Measure Under Anticipative Flows.- 6. Monotone Shifts.- 7. Generalized Radon-Nikodym Derivatives.- 8. Random Rotations.- 9. The Degree Theorem on Wiener Space.- A. Some Inequalities.- A.1 Gronwall and Young Inequalities.- A.1.1 Gronwall Inequality.- A.1.2 Young Inequality.- B. An Introduction to Malliavin Calculus.- B.1 Introduction to Abstract Wiener Space.- B.2 An Introduction to Analysis on Wiener Space.- B.3 Construction of Sobolev Derivatives.- B.4 The Divergence.- B.5 Ornstein-Uhlenbeck Operator and Meyer Inequalities.- B.6 Some Useful Lemmas.- B.7 Local Versus Global Differentiability of Wiener Functionals.- B.8 Exponential Integrability of Wiener Functionals and Poincaré Inequality.- Notes and References.- References.- Notations.
Bibliographische Angaben
- Autoren: A.Süleyman Üstünel , Moshe Zakai
- 1999, 2000, 298 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 3540664556
- ISBN-13: 9783540664550
- Erscheinungsdatum: 29.11.1999
Sprache:
Englisch
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