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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Üstünel, Ali Süleyman, 19..-...., enseignant-chercheur
التنسيق: Livre numérique
اللغة:Anglais
منشور في: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
سلاسل:Lecture notes in mathematics 1610
الموضوعات:
الوصول للمادة أونلاين:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
ملاحظة: 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
جدول المحتويات:
  • 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.