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<図書>
Introduction to infinite dimensional stochastic analysis

責任表示 by Zhi-yuan Huang and Jia-an Yan
シリーズ Mathematics and its applications ; v. 502
データ種別 図書
出版者 Beijing : Science Press
出版者 Dordrecht ; Boston : Kluwer
出版年 c2000
本文言語 英語
大きさ xi, 296 p. : ill. ; 25 cm
概要 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 ...hese 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.
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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所蔵情報

: cc 理系図3F 数理独自 023212001001824 HUAN/40/1 2000

書誌詳細

一般注記 Includes bibliographical references (p. [271]-289) and indexes
著者標目 *Huang, Zhi-yuan
Yan, J. (Jia-An)
件 名 LCSH:Stochastic analysis
LCSH:Function spaces
分 類 LCC:QA274.2
DC21:519.2
書誌ID 1001397801
ISBN 7030078187
NCID BA50686767
巻冊次 : cc ; ISBN:7030078187
: us ; ISBN:079236208X
登録日 2009.11.02
更新日 2009.11.02

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