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- catalog abstract "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!".
- catalog contributor b8860029.
- catalog created "1995.".
- catalog date "1995".
- catalog date "1995.".
- catalog dateCopyrighted "1995.".
- catalog description "Includes bibliographical references (p. - ) and index.".
- catalog description "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!".
- catalog extent "p. cm.".
- catalog hasFormat "Introduction to analysis on Wiener space.".
- catalog identifier "3540601708 (softcover : acid-free paper)".
- catalog isFormatOf "Introduction to analysis on Wiener space.".
- catalog isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1610.".
- catalog isPartOf "Lecture notes in mathematics ; 1610".
- catalog issued "1995".
- catalog issued "1995.".
- catalog language "eng".
- catalog publisher "New York : Springer-Verlag,".
- catalog relation "Introduction to analysis on Wiener space.".
- catalog subject "510 s 519.2 20".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Malliavin calculus.".
- catalog subject "Mathematical physics.".
- catalog subject "Mathematics.".
- catalog subject "QA3 .L28 no. 1610 QA274.2".
- catalog title "An introduction to analysis on Wiener space / Ali Süleyman Ustünel.".
- catalog type "text".