Transformation of measure on Wiener space / A. Süleyman Üstünel, Moshe Zakai
Type de document : Livre numériqueCollection : Springer monographs in mathematicsLangue : anglais.Éditeur : Berlin : Springer, 2000ISBN: 9783662132258.ISSN: 1439-7382.Sujet MSC : 46G12, Functional analysis - Measures, integration, derivative, holomorphy, Measures and integration on abstract linear spaces60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60G15, Probability theory and stochastic processes, Gaussian processes
60G30, Probability theory and stochastic processes, Continuity and singularity of induced measures
28C20, Measure and integration - Set functions and measures on spaces with additional structure, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)En-ligne : Springerlink | Zentralblatt | MathSciNet
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