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An introduction to analysis on Wiener space / Ali Suleyman Ustunel

Auteur principal : Üstünel, Ali Süleyman, 1950-, AuteurType de document : MonographieCollection : Lecture notes in mathematics, 1610Langue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer, 1995Description : 1 vol. (X-93 p.) : ill. ; 24 cmISBN : 3540601708.ISSN : 0075-8434.Bibliographie : Bibliogr. p. [91]-93. Index.Sujet MSC : 60H07, Probability theory and stochastic processes -- Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus
60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
46F25, Functional analysis -- Distributions, generalized functions, distribution spaces, Distributions on infinite-dimensional spaces
En-ligne : Springerlink | MathSciNet
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Bibliogr. p. [91]-93. Index

This monograph presents a streamlined introduction to analysis on Wiener space, a term used here for the functional analytic theory of the Wiener space gradient. This subject is, of course, the foundation of Malliavin's stochastic calculus of variations. However, the text touches on the standard applications—Malliavin's criterion for regularity of densities, anticipative stochastic calculus—only lightly when at all; the focus is on the calculus of the Wiener space gradient itself and applications to properties of Wiener space functionals and distributions. (MathSciNet)

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