Gaussian Probability Spaces

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


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.


Hilbert Space Hermite Polynomial Intrinsic Geometry Cylindrical Function Abstract Wiener Space 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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