An introduction to analysis on Wiener space:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
1995
|
| Series: | Lecture notes in mathematics
1610 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 93 S. |
| ISBN: | 3540601708 |
Staff View
MARC
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Record in the Search Index
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| adam_text | ALI SUELEYMAN UESTUENEL AN INTRODUCTION TO ANALYSIS ON WIENER SPACE
SPRINGER CONTENTS PRELIMINARIES 1 1 THE BROWNIAN MOTION AND THE WIENER
MEASURE 1 I GROSS-SOBOLEV DERIVATIVE, DIVERGENCE AND ORNSTEIN-UHLENBECK
OPERATOR 9 1 THE CONSTRUCTION OF V AND ITS PROPERTIES 10 1.1 RELATIONS
WITH THE STOCHASTIC INTEGRATION 12 2 THE ORNSTEIN-UHLENBECK OPERATOR 16
II MEYER INEQUALITIES 19 1 SOME PREPARATIONS 19 2 V(7 + ) _1 2 AS
THE RIESZ TRANSFORM 21 III HYPERCONTRACTIVITY 27 IV L P -MULTIPLIERS
THEOREM, MEYER INEQUALITIES AND DISTRIBUTIONS 31 1 LP-MULTIPLIERS
THEOREM 31 V SOME APPLICATIONS OF THE DISTRIBUTIONS 41 1 EXTENSION OF
THE ITO-CLARK FORMULA 42 2 LIFTING OF (S (M D ) WITH RANDOM VARIABLES 45
VI POSITIVE DISTRIBUTIONS AND APPLICATIONS 53 1 CAPACITIES AND POSITIVE
WIENER FUNCTIONALS 55 VII CHARACTERIZATION OF INDEPENDENCE OF SOME
WIENER FUNCTIONALS 61 1 INDEPENDENCE OF WIENER FUNCTIONALS 61 VIII
MOMENT INEQUALITIES FOR WIENER FUNCTIONALS 69 1 EXPONENTIAL TIGHTNESS 69
2 COUPLING INEQUALITIES 73 3 AN INTERPOLATION INEQUALITY 77 IX
INTRODUCTION TO THE THEOREM OF RAMER 81 BIBLIOGRAPHY 91 SUBJECT INDEX 94
NOTATIONS 95
|
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| indexdate | 2024-07-09T17:50:18Z |
| institution | BVB |
| isbn | 3540601708 |
| language | English |
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| physical | X, 93 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Üstünel, Ali Süleyman Verfasser aut An introduction to analysis on Wiener space Ali Süleyman Üstünel Berlin [u.a.] Springer 1995 X, 93 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1610 Malliavin calculus Wiener-Raum (DE-588)4189871-0 gnd rswk-swf Wiener-Raum (DE-588)4189871-0 s DE-604 Lecture notes in mathematics 1610 (DE-604)BV000676446 1610 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006861045&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Üstünel, Ali Süleyman An introduction to analysis on Wiener space Lecture notes in mathematics Malliavin calculus Wiener-Raum (DE-588)4189871-0 gnd |
| subject_GND | (DE-588)4189871-0 |
| title | An introduction to analysis on Wiener space |
| title_auth | An introduction to analysis on Wiener space |
| title_exact_search | An introduction to analysis on Wiener space |
| title_full | An introduction to analysis on Wiener space Ali Süleyman Üstünel |
| title_fullStr | An introduction to analysis on Wiener space Ali Süleyman Üstünel |
| title_full_unstemmed | An introduction to analysis on Wiener space Ali Süleyman Üstünel |
| title_short | An introduction to analysis on Wiener space |
| title_sort | an introduction to analysis on wiener space |
| topic | Malliavin calculus Wiener-Raum (DE-588)4189871-0 gnd |
| topic_facet | Malliavin calculus Wiener-Raum |
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