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Transformation of measure on wiener space / Ali suleyman Ustunel

Public ISBD Titre : Transformation of measure on wiener space Type de document : texte imprimé Auteurs : Ali suleyman Ustunel, Auteur ; Moshe Zakai, Auteur Editeur : Berlin : Springer Année de publication : 2000 Collection : Springer Monographs in Mathematics Importance : XIII-296 p. Format : 25 cm ISBN/ISSN/EAN : 978-3-540-66455-0 Note générale : Bibliogr. Index Langues : Français (fre) Mots-clés : Stochastic  analysis Malliavin  calculus Malliavin,  Calcul  de Analyse  stochastique Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : 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. 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 se- minar Note de contenu : 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 Transformation of measure on wiener space [texte imprimé] / Ali suleyman Ustunel, Auteur ; Moshe Zakai, Auteur . - Springer, 2000 . - XIII-296 p. ; 25 cm. - (Springer Monographs in Mathematics) . ISBN : 978-3-540-66455-0 Bibliogr. Index Langues : Français (fre) Mots-clés : Stochastic  analysis Malliavin  calculus Malliavin,  Calcul  de Analyse  stochastique Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : 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. 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 se- minar Note de contenu : 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

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Code-barres	Cote	Support	Localisation	Section	Disponibilité	Etat_Exemplaire
046377	519.21 UST	Papier	Bibliothèque Centrale	Mathématiques	Disponible