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Introduction to Analysis on Wiener Space download ebook

Introduction to Analysis on Wiener Space




Author: Ali S. ?st?nel
Type: eBook
Date Released: 1995
Format: pdf
Language: English
Page Count: 108
Isbn10 Code: 3540601708
Isbn13 Code: 9783540601708


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 through its links with QFT and the impact of Stochastic Calculus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random variables 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!

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