Introduction to Infinite Dimensional Stochastic Analysis

Zhi-yuan Huang,Jia-an Yan

Introduction to Infinite Dimensional Stochastic Analysis
Format
Hardback
Publisher
Springer
Country
NL
Published
31 January 2001
Pages
296
ISBN
9780792362081

Introduction to Infinite Dimensional Stochastic Analysis

Zhi-yuan Huang,Jia-an Yan

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This work offers an 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, generalized operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is also given. The book is intended to 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.

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