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Transformation of Measure on Wiener Space by A. Suleyman Ustunel at Abbey's Bookshop,
Transformation of Measure on Wiener Space
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A. Suleyman Ustunel Moshe Zakai

Transformation of Measure on Wiener Space

A. Suleyman Ustunel,  Moshe Zakai

$126.95   $101.37

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English
Springer Verlag
01 June 2000
Mathematics & Sciences; Calculus & mathematical analysis; Applied mathematics
Series: Springer Monographs in Mathematics
This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.
By:   ,
Imprint:   Springer Verlag
Country of Publication:   Germany
Dimensions:   Height: 234mm,  Width: 156mm,  Spine: 19mm
Weight:   1.380kg
ISBN:   9783540664550
ISBN 10:   3540664556
Series:   Springer Monographs in Mathematics
Pages:   320
Publication Date:  
Audience:   College/higher education ,  Professional and scholarly ,  Professional & Vocational ,  A / AS level ,  Further / Higher Education
Format:   Hardback
Publisher's Status:   Active
1. Some Background Material and Preliminary Results.- 2. Transformation of Measure Induced by Adapted Shifts.- 3. Transformation of Measure Induced by General Shifts.- 4. The Sard Inequality.- 5. Transformation of Measure Under Anticipative Flows.- 6. Monotone Shifts.- 7. Generalized Radon-Nikodym Derivatives.- 8. Random Rotations.- 9. The Degree Theorem on Wiener Space.- A. Some Inequalities.- A.1 Gronwall and Young Inequalities.- A.1.1 Gronwall Inequality.- A.1.2 Young Inequality.- B. An Introduction to Malliavin Calculus.- B.1 Introduction to Abstract Wiener Space.- B.2 An Introduction to Analysis on Wiener Space.- B.3 Construction of Sobolev Derivatives.- B.4 The Divergence.- B.5 Ornstein-Uhlenbeck Operator and Meyer Inequalities.- B.6 Some Useful Lemmas.- B.7 Local Versus Global Differentiability of Wiener Functionals.- B.8 Exponential Integrability of Wiener Functionals and Poincaré Inequality.- Notes and References.- References.- Notations.

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