Transformation of Measure on Wiener Space (Springer Monographs in Mathematics)
Edition: 1 edition
Publisher: Springer
Published: January 14, 2000
Language: eng
Format: Hardcover
Number of pages: 297
ISBN-13: 9783540664550
Subjects: Applied mathematics; Calculus & mathematical analysis; Mathematics; Calculus Of Variations; Stochastic Processes; Stochastic analysis; Science/Mathematics; Probability & Statistics - General; Mathematical Analysis; Mathematics / Mathematical Analysis; Mathematics / Statistics; Mathematics-Mathematical Analysis; Calculus; Functional Analysis; Malliavin calculus
First sentence: In this book we study the properties of the image of Wiener measure under several (point) transformations of the flat Wiener space.