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An introduction to analysis on Wiener space

Author: Ali Süleyman Üstünel
Publisher: Berlin : Springer, 1995.
Series: Lecture notes in mathematics, 1610.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc).

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Ali Süleyman Üstünel
ISBN: 3540601708 9783540601708
OCLC Number: 246272783
Description: x, 93 Seiten.
Contents: 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.
Series Title: Lecture notes in mathematics, 1610.
Responsibility: Ali Süleyman Üstünel.
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