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<図書>
Differentiable measures and the Malliavin calculus

責任表示 Vladimir I. Bogachev
シリーズ Mathematical surveys and monographs ; v. 164
データ種別 図書
出版情報 Providence, R.I. : American Mathematical Society , c2010
本文言語 英語
大きさ xv, 488 p. ; 27 cm
概要 Based on a course taught most recently at Moscow State University, this graduate textbook introduces the theory of classical Sobolev spaces and describes the properties of measures on infinite dimensi...nal spaces that are analogous to such properties as the existence and smoothness of densities of measures with respect to Lebesgue measure on IRn. Later chapters develop Sobolev classes over infinite dimensional spaces and the principles of Malliavin calculus for studying the smoothness of induced measures. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com) 続きを見る
目次 1. Background material
2. Sobolev spaces on IRn ["n" is superscript]
3. Differentiable measures on linear spaces
4. Some classes of differentiable measures
5. Subspaces of differentiability of measures
6. Integration by parts and logarithmic derivatives
7. Logarithmic gradients
8. Sobolev classes on infinite dimensional spaces
9. Malliavin calculus
10. Infinite dimensional transformations
11. Measures on manifolds
12. Applications.
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所蔵情報



理系図3F 数理独自 BOGA/5/3 2010
033212010002538


数理 数理科学 BOGA/5/3A 2010
033212015500427

書誌詳細

一般注記 Includes bibliographical references (p. 427-482) and index
著者標目 *Bogachev, V. I. (Vladimir Igorevich), 1961-
件 名 LCSH:Measure theory
LCSH:Theory of distributions (Functional analysis)
LCSH:Sobolev spaces
LCSH:Malliavin calculus
分 類 LCC:QA312
DC22:515/.42
書誌ID 1001427847
ISBN 9780821849934
NCID BB02891467
巻冊次 ISBN:9780821849934
登録日 2010.08.24
更新日 2017.02.18

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