UID:
almahu_9947360002102882
Format:
Online-Ressource (x, 325 p)
Edition:
Online-Ausg. Palo Alto, Calif ebrary 2011 Electronic reproduction; Available via World Wide Web
ISBN:
3110129191 (acid-free paper)
,
9783110129199 (acid-free paper)
Series Statement:
De Gruyter studies in mathematics 14
Content:
Introduces the ideas, phenomena, and methods of analysis in infinite-dimensional spaces, in particular Wiener spaces, and stochastic differential equations. Accessible to advanced undergraduate or graduate students (only a first course in analysis and probability theory is prerequisite); also of interest to researchers because of recent and new results, some of which appear here for the first time. Numerous exercises and examples. Annotation copyright Book News, Inc. Portland, Or
Note:
Includes bibliographical references (p. [309]-320) and index
,
1 Operations on chaos decompositions2 Derivation operator; 3 Calculus on stochastic integrals; 4 Representation of positive distributions; IV Stochastic differential equations; 1 Solution for a fixed initial condition; 2 Existence of densities; 3 Regularity of the flow; 4 Accurate versions of the flow; V The algebra of Dirichlet structures; 1 Image structures; 2 Tensor products and projective limits; 3 Other constructions of Dirichlet structures; 4 Dirichlet-independence; 5 Substructures and conditioning; VI An extension of Girsanov's theorem; 1 Distribution-measures.
,
2 Extension of Girsanov's theorem3 Examples; VII Quasi-everywhere convergence; 1 Derivation operator; 2 Ergodic theorems; 3 Convergence of martingales; 4 Stochastic differential equations; Notes; Bibliography; Index.
,
I General Dirichlet forms; 1 Closed forms; 2 Sub-Markovian symmetric operators; 3 Dirichlet forms and Dirichlet operators; 4 The carré du champ operator; 5 Locality; 6 Functional calculus; 7 Absolute continuity of image measures; 8 Capacity; 9 Distributions of finite energy; II Dirichlet forms on vector spaces; 1 Standard Dirichlet structure on RN*; 2 Standard structure on the Wiener space; 3 Abstract Wiener spaces; 4 Dirichlet forms and directional derivatives; 5 An absolute continuity criterion; 6 Operators D and δ; 7 Sobolev spaces; III Analysis on Wiener space.
Additional Edition:
ISBN 9783110858389
Language:
English
DOI:
10.1515/9783110858389
URL:
http://www.degruyter.com/doi/book/10.1515/9783110858389
