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Gaussian Probability Spaces

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)

Abstract

Definition of a Gaussian probability space, reducibility — Hermite polynomials on ℝ — Hermite polynomials on ℝN — Numerical model of a Gaussian probability space — Intrinsic geometry on a Gaussian probability space — The Ornstein-Uhlenbeck semigroup, chaos decomposition — The Cameron-Martin representation — Abstract Wiener space.

Keywords

Hilbert Space Hermite Polynomial Intrinsic Geometry Cylindrical Function Abstract Wiener Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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