Introduction to Infinite Dimensional Stochastic Analysis
By: by Zhi-yuan Huang, Jia-an Yan
Contributors: Yan, Jia-an
Series: Mathematics and Its Applications -- 502; Mathematics and Its Applications -- 502
Publisher: Springer Netherlands
Published: 2000
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] /
Number of pages: 296
ISBN-13: 9789401057981; 9789401141086
Subjects: Harmonic analysis; Mathematics; Distribution (Probability theory); Functional analysis; Operator theory
Description: 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.
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