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Transformation of Measure on Wiener Space

Transformation of Measure on Wiener Space

A.Süleyman Üstünel / Moshe Zakai

47,73 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Probabilidad y estadística
ISBN:
9783662132265
47,73 €
IVA incluido
Disponible

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Sobre IBD

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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