An Introduction to Analysis on Wiener Space
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...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Col·lecció: | Lecture notes in mathematics
1610 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An introduction to analysis on Wiener space, Ali Süleyman Üstünel, 1995, Berlin, Springer, 1 vol. (X-93 p.), Lecture notes in mathematics, 3-540-60170-8 • An Introduction to Analysis on Wiener Space, Texte imprimé, 9783662173732 |
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| 100 | 1 | |a Üstünel, Ali Süleyman, |d 19..-...., |c enseignant-chercheur. | |
| 245 | 1 | 0 | |a An Introduction to Analysis on Wiener Space |c Ali Süleyman Üstünel. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1610 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Preliminaries -- Gross-Sobolev derivative, divergence and Ornstein-Uhlenbeck operator -- Meyer inequalities -- Hypercontractivity -- L p -multipliers theorem, meyer inequalities and distributions -- Some applications of the distributions -- Positive distributions and applications -- Characterization of independence of some Wiener functionals -- Moment inequalities for Wiener functional -- to the theorem of Ramer. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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! | ||
| 650 | |a Probabilités | ||
| 650 | |a Calcul de Malliavin | ||
| 650 | |a Physique mathématique | ||
| 650 | |a Espaces analytiques | ||
| 776 | 0 | |0 024194905 |t An introduction to analysis on Wiener space |f Ali Süleyman Üstünel |d 1995 |c Berlin |n Springer |p 1 vol. (X-93 p.) |s Lecture notes in mathematics |z 3-540-60170-8 | |
| 776 | 0 | |t An Introduction to Analysis on Wiener Space |b Texte imprimé |z 9783662173732 | |
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| 856 | 4 | |5 452349901:750658320 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0096328 |z Accès Université d'Orléans | |
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