An Introduction to Analysis on Wiener Space Ali S. Üstünel Author

An Introduction to Analysis on Wiener Space Ali S. Üstünel Author
Categories: Soups, Noodle
Brand: Springer Berlin Heidelberg
39.95 USD
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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 Shastic 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 shastic processes is required (shastic 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 shastic processes It is a user-friendly introduction to Malliavin calculus!