The extended stochastic integral in linear spaces with differentiable measures and related topics:
This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensio...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c1996
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI. It starts with an account of classic stochastic analysis in the Wiener spaces; and then discusses in detail the ESI for the Wiener measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated. Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures. Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed |
| Beschreibung: | xi, 257 p |
| ISBN: | 9789812815408 |
Internformat
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| 245 | 1 | 0 | |a The extended stochastic integral in linear spaces with differentiable measures and related topics |c Nicolai Victorovich Norin |
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| 520 | |a This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI. It starts with an account of classic stochastic analysis in the Wiener spaces; and then discusses in detail the ESI for the Wiener measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated. Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures. Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed | ||
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| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV044636478 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:49Z |
| institution | BVB |
| isbn | 9789812815408 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030034449 |
| oclc_num | 1012703397 |
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| physical | xi, 257 p |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| spelling | Norin, N. V. 1955- Verfasser aut The extended stochastic integral in linear spaces with differentiable measures and related topics Nicolai Victorovich Norin Singapore World Scientific Pub. Co. c1996 xi, 257 p txt rdacontent c rdamedia cr rdacarrier This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI. It starts with an account of classic stochastic analysis in the Wiener spaces; and then discusses in detail the ESI for the Wiener measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated. Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures. Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed Stochastic integrals Function spaces Funktionenraum (DE-588)4134834-5 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 s Funktionenraum (DE-588)4134834-5 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 9789810225681 Erscheint auch als Druck-Ausgabe 9810225687 http://www.worldscientific.com/worldscibooks/10.1142/3032#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Norin, N. V. 1955- The extended stochastic integral in linear spaces with differentiable measures and related topics Stochastic integrals Function spaces Funktionenraum (DE-588)4134834-5 gnd Stochastisches Integral (DE-588)4126478-2 gnd |
| subject_GND | (DE-588)4134834-5 (DE-588)4126478-2 |
| title | The extended stochastic integral in linear spaces with differentiable measures and related topics |
| title_auth | The extended stochastic integral in linear spaces with differentiable measures and related topics |
| title_exact_search | The extended stochastic integral in linear spaces with differentiable measures and related topics |
| title_full | The extended stochastic integral in linear spaces with differentiable measures and related topics Nicolai Victorovich Norin |
| title_fullStr | The extended stochastic integral in linear spaces with differentiable measures and related topics Nicolai Victorovich Norin |
| title_full_unstemmed | The extended stochastic integral in linear spaces with differentiable measures and related topics Nicolai Victorovich Norin |
| title_short | The extended stochastic integral in linear spaces with differentiable measures and related topics |
| title_sort | the extended stochastic integral in linear spaces with differentiable measures and related topics |
| topic | Stochastic integrals Function spaces Funktionenraum (DE-588)4134834-5 gnd Stochastisches Integral (DE-588)4126478-2 gnd |
| topic_facet | Stochastic integrals Function spaces Funktionenraum Stochastisches Integral |
| url | http://www.worldscientific.com/worldscibooks/10.1142/3032#t=toc |
| work_keys_str_mv | AT norinnv theextendedstochasticintegralinlinearspaceswithdifferentiablemeasuresandrelatedtopics |