Introduction to Infinite Dimensional Stochastic Analysis /
This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent...
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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht :
Springer Netherlands,
2000.
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| Series: | Mathematics and its applications ;
502. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xi, 296 pages) |
| ISBN: | 9789401141086 (electronic bk.) 9401141088 (electronic bk.) |