Tools for infinite dimensional analysis /
"Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics...
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| Format: | eBook |
| Language: | English |
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Boca Raton, FL :
Chapman and Hall, CRC Press,
2021.
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| Edition: | First edition. |
| Series: | Monographs and research notes in mathematics
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | "Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results"-- |
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| Item Description: | "A Chapman & Hall Book." |
| Physical Description: | 1 online resource (xiii, 273 pages) : illustrations. |
| ISBN: | 9781000328264 1000328260 9781003088974 100308897X 9781000328271 1000328279 9781000328288 1000328287 |