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Transformation of Measure on Wiener Space

  • Kartonierter Einband
  • 312 Seiten
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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 aut... Weiterlesen
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Beschreibung

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.



No other book on this 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 in the comined authorship of this book



Inhalt
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.

Produktinformationen

Titel: Transformation of Measure on Wiener Space
Autor:
EAN: 9783642085727
ISBN: 3642085725
Format: Kartonierter Einband
Herausgeber: Springer Berlin Heidelberg
Genre: Mathematik
Anzahl Seiten: 312
Gewicht: 476g
Größe: H235mm x B155mm x T16mm
Jahr: 2010
Auflage: Softcover reprint of hardcover 1st ed. 2000

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