ISBN: 9783540664550 - transformation of measure on wiener space (springer monographs in mathematics) (4 Ergebnisse)

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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Some Background Material and Preliminary Results.- 2. Transformation of Measure Induced by Adapted Shifts.- 3. Transformation of Measure Induced by General Shifts.- 4. The Sard Inequality.- 5. Transformation of Measure Under Anticipative Flows.- 6. Monotone Shifts.- 7. Generalized Radon-Nikodym Derivatives.- 8. Random Rotations.- 9. The Degree Theorem on Wiener Space.- A. Some Inequalities.- A.1 Gronwall and Young Inequalities.- A.1.1 Gronwall Inequality.- A.1.2 Young Inequality.- B. An Introduction to Malliavin Calculus.- B.1 Introduction to Abstract Wiener Space.- B.2 An Introduction to Analysis on Wiener Space.- B.3 Construction of Sobolev Derivatives.- B.4 The Divergence.- B.5 Ornstein-Uhlenbeck Operator and Meyer Inequalities.- B.6 Some Useful Lemmas.- B.7 Local Versus Global Differentiability of Wiener Functionals.- B.8 Exponential Integrability of Wiener Functionals and Poincaré Inequality.- Notes and References.- References.- Notations.…