000 03210nam a22004935i 4500
001 978-3-540-44662-0
003 DE-He213
005 20190213151615.0
007 cr nn 008mamaa
008 121227s1995 gw | s |||| 0|eng d
020 _a9783540446620
_9978-3-540-44662-0
024 7 _a10.1007/BFb0096328
_2doi
050 4 _aQA319-329.9
072 7 _aPBKF
_2bicssc
072 7 _aMAT037000
_2bisacsh
072 7 _aPBKF
_2thema
082 0 4 _a515.7
_223
100 1 _aÜstünel, Ali Süleyman.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 3 _aAn Introduction to Analysis on Wiener Space
_h[electronic resource] /
_cby Ali Süleyman Üstünel.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1995.
300 _aX, 102 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1610
505 0 _aPreliminaries -- 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.
520 _aThis 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, Ramer's 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!
650 0 _aFunctional analysis.
650 0 _aDistribution (Probability theory.
650 1 4 _aFunctional Analysis.
_0http://scigraph.springernature.com/things/product-market-codes/M12066
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aTheoretical, Mathematical and Computational Physics.
_0http://scigraph.springernature.com/things/product-market-codes/P19005
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783662173732
776 0 8 _iPrinted edition:
_z9783540601708
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1610
856 4 0 _uhttps://doi.org/10.1007/BFb0096328
912 _aZDB-2-SMA
912 _aZDB-2-LNM
912 _aZDB-2-BAE
999 _c11259
_d11259