Differentiable measures and the Malliavin calculus
Bogachev, V. I
Differentiable measures and the Malliavin calculus Vladimir I. Bogachev - Providence, R.I American Mathematical Society c2010 - xv, 488 p 27 cm - Mathematical surveys and monographs v. 164 . - Mathematical surveys and monographs .
Cuprinde bibliografie si index
1. Background material -- 2. Sobolev spaces on IRn ["n" is superscript] -- 3. Differentiable measures on linear spaces -- 4. Some classes of differentiable measures -- 5. Subspaces of differentiability of measures -- 6. Integration by parts and logarithmic derivatives -- 7. Logarithmic gradients -- 8. Sobolev classes on infinite dimensional spaces -- 9. Malliavin calculus -- 10. Infinite dimensional transformations -- 11. Measures on manifolds -- 12. Applications
9780821849934 (alk. paper) 082184993X (alk. paper)
2010005829
Measure theory
Theory of distributions (Functional analysis)
Sobolev spaces
Malliavin calculus
515/.42
Differentiable measures and the Malliavin calculus Vladimir I. Bogachev - Providence, R.I American Mathematical Society c2010 - xv, 488 p 27 cm - Mathematical surveys and monographs v. 164 . - Mathematical surveys and monographs .
Cuprinde bibliografie si index
1. Background material -- 2. Sobolev spaces on IRn ["n" is superscript] -- 3. Differentiable measures on linear spaces -- 4. Some classes of differentiable measures -- 5. Subspaces of differentiability of measures -- 6. Integration by parts and logarithmic derivatives -- 7. Logarithmic gradients -- 8. Sobolev classes on infinite dimensional spaces -- 9. Malliavin calculus -- 10. Infinite dimensional transformations -- 11. Measures on manifolds -- 12. Applications
9780821849934 (alk. paper) 082184993X (alk. paper)
2010005829
Measure theory
Theory of distributions (Functional analysis)
Sobolev spaces
Malliavin calculus
515/.42