Differentiable measures and the Malliavin calculus Vladimir I. Bogachev

By:

Bogachev, V. I

Series: Mathematical surveys and monographsPublication details: Providence, R.I American Mathematical Society c2010Description: xv, 488 p 27 cmISBN:

9780821849934 (alk. paper)
082184993X (alk. paper)

Subject(s):

DDC classification:

515/.42

Contents:

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

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Carti	IMAR	II 36408 (Browse shelf(Opens below))	Available		0022627

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