Title: Introduction to Infinite Dimensional Stochastic Analysis
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.
Subjects: Harmonic analysis, Mathematics, Distribution (Probability theory), Functional analysis, Operator theory, Probability Theory and Stochastic Processes, Applications of Mathematics, Abstract Harmonic Analysis