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9780792362081

Introduction to Infinite Dimensional Stochastic Analysis

Introduction to Infinite Dimensional Stochastic Analysis
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  • ISBN-13: 9780792362081
  • ISBN: 079236208X
  • Publisher: Springer

AUTHOR

Huang, Zhi-Yuan, Yan, Jia-an

SUMMARY

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.Huang, Zhi-Yuan is the author of 'Introduction to Infinite Dimensional Stochastic Analysis' with ISBN 9780792362081 and ISBN 079236208X.

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