Introduction to Infinite Dimensional Stochastic Analysis

This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis.

שנה

2000

שפה

English

סדרה

Mathematics and Its Applications -- 502

הוצאה

Springer Netherlands

מהדורות

1

עמודים

296

ISBN

9789401057981

מקור הנתונים: Wikidata