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Produktbild: Introduction to Infinite Dimensional Stochastic Analysis
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Introduction to Infinite Dimensional Stochastic Analysis

Aus der Reihe Mathematics and Its Applications
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95,99 € UVP 109,99 €

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

23.10.2012

Abbildungen

XI, 296 p.

Verlag

Springer Netherland

Seitenzahl

296

Maße (L/B/H)

23,5/15,5/1,7 cm

Gewicht

476 g

Auflage

Softcover reprint of the original 1st ed. 2000

Sprache

Englisch

ISBN

978-94-010-5798-1

Beschreibung

Rezension

'
The book is well written and nicely structured [...] will surely become a valuable resource for specialists in stochastic analysis as well as mathematical physicists.
'




Mathematical Reviews (2002)

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

23.10.2012

Abbildungen

XI, 296 p.

Verlag

Springer Netherland

Seitenzahl

296

Maße (L/B/H)

23,5/15,5/1,7 cm

Gewicht

476 g

Auflage

Softcover reprint of the original 1st ed. 2000

Sprache

Englisch

ISBN

978-94-010-5798-1

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

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  • Produktbild: Introduction to Infinite Dimensional Stochastic Analysis
  • I Foundations of Infinite Dimensional Analysis.- §1. Linear operators on Hilbert spaces.- §2. Fock spaces and second quantization.- §3. Countably normed spaces and nuclear spaces.- §4. Borel measures on topological linear spaces.- II Malliavin Calculus.- §1. Gaussian probability spaces and Wiener chaos decomposition.- §2. Differential calculus of functionals, gradient and divergence operators.- §3. Meyer’s inequalities and some consequences.- §4. Densities of non-degenerate functionals.- III Stochastic Calculus of Variation for Wiener Functionals.- §1. Differential calculus of Itô functionals and regularity of heat kernels.- §2. Potential theory over Wiener spaces and quasi-sure analysis.- §3. Anticipating stochastic calculus.- IV General Theory of White Noise Analysis.- §1. General framework for white noise analysis.- §2. Characterization of functional spaces.- §3. Products and Wick products of functionals.- §4. Moment characterization of distributions and positive distributions.- V Linear Operators on Distribution Spaces.- §1. Analytic calculus for distributions.- §2. Continuous linear operators on distribution spaces.- §3. Integral kernel operators and integral kernel representation for operators.- §4. Applications to quantum physics.- Appendix A Hermite polynomials and Hermite functions.- Appendix B Locally convex spaces amd their dual spaces.- 1. Semi-norms, norms and H-norms.- 2. Locally convex topological linear spaces, bounded sets.- 3. Projective topologies and projective limits.- 4. Inductive topologies and inductive limits.- 5. Dual spaces and weak topologies.- 6. Compatibility and Mackey topology.- 7. Strong topologies and reflexivity.- 8. Dual maps.- 9. Uniformly convex spaces and Banach-Saks’ theorem.- Comments.- References.- Index of Symbols.