An Introduction to Analysis on Wiener Space

  • Authors
  • Ali Süleyman Üstünel

Part of the Lecture Notes in Mathematics book series (LNM, volume 1610)

Table of contents

  1. Front Matter
    Pages I-X
  2. Ali Süleyman Üstünel
    Pages 1-7
  3. Ali Süleyman Üstünel
    Pages 19-25
  4. Ali Süleyman Üstünel
    Pages 27-30
  5. Ali Süleyman Üstünel
    Pages 41-51
  6. Ali Süleyman Üstünel
    Pages 53-60
  7. Ali Süleyman Üstünel
    Pages 69-79
  8. Ali Süleyman Üstünel
    Pages 81-90
  9. Back Matter
    Pages 91-100

About this book

Introduction

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 Stochastic 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 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!

Keywords

Brownian motion Distribution Exponential tightness Malliavin calculus Ramer theorem Stochastic processes functional analysis stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0096328
  • Copyright Information Springer-Verlag Berlin Heidelberg 1995
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-60170-8
  • Online ISBN 978-3-540-44662-0
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site