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  • © 1995

An Introduction to Analysis on Wiener Space

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

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Table of contents (10 chapters)

  1. Front Matter

    Pages I-X
  2. Preliminaries

    • Ali Süleyman Üstünel
    Pages 1-7
  3. Meyer inequalities

    • Ali Süleyman Üstünel
    Pages 19-25
  4. Hypercontractivity

    • Ali Süleyman Üstünel
    Pages 27-30
  5. Some applications of the distributions

    • Ali Süleyman Üstünel
    Pages 41-51
  6. Positive distributions and applications

    • Ali Süleyman Üstünel
    Pages 53-60
  7. Moment inequalities for Wiener functional

    • Ali Süleyman Üstünel
    Pages 69-79
  8. Introduction to the theorem of Ramer

    • Ali Süleyman Üstünel
    Pages 81-90
  9. Back Matter

    Pages 91-100

About this book

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

Buying options

eBook USD 29.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions