Transformation of Measure on Wiener Space - Couverture rigide

Livre 6 sur 184: Springer Monographs in Mathematics

Üstünel, A.Süleyman; Zakai, Moshe

 
9783540664550: Transformation of Measure on Wiener Space
Couverture rigide
ISBN 10 : 3540664556 ISBN 13 : 9783540664550
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1999

Synopsis

This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book gives a systematic presentation of the main results on the transformation of measure induced by shift transformations on Wiener space. This topic has its origins in the work of Cameron and Martin (anticipative shifts, 1940's) and that of Girsanov (non-anticipative shifts, 1960's). It played an important role in the development of non-anticipative stochastic calculus and itself developed under the impulse of the stochastic calculus of variations.The recent results presented in the book include a dimension-free form of the Girsanov theorem, the transformations of measure induced by anticipative non-invertible shift transformations, the transformations of measure induced by flows, the extensions of the notions of Sard lemma and degree theory to Wiener space, generalized distribution valued Radon-Nikodym theorems and measure-preserving transformations.Basic probability theory and the Ito calculus are assumed known; the necessary results from the Malliavin calculus are presented in the appendix. Aimed at graduate students and researchers, it can be used as a text for a course or a seminar.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
1999
Langue
anglais
ISBN 10 
3540664556
ISBN 13 
9783540664550
Reliure
Relié
Nombre de pages
311
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9783642085727: Transformation of Measure on Wiener Space

Edition présentée

ISBN 10 :  3642085725 ISBN 13 :  9783642085727
Editeur : Springer, 2010
Couverture souple