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Transformation of Measure on Wiener Space (Springer Monographs in Mathematics) [Hardcover]

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Item description for Transformation of Measure on Wiener Space (Springer Monographs in Mathematics) by A.Süleyman Üstünel...

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.



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Item Specifications...


Pages   297
Est. Packaging Dimensions:   Length: 9.3" Width: 6" Height: 0.9"
Weight:   1.25 lbs.
Binding  Hardcover
Release Date   Jan 14, 2000
Publisher   Springer
ISBN  3540664556  
ISBN13  9783540664550  


Availability  102 units.
Availability accurate as of May 29, 2017 07:33.
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Product Categories

1Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Calculus
2Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Mathematical Analysis
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Pure Mathematics > Calculus
6Books > Subjects > Professional & Technical > Professional Science > Mathematics > Pure Mathematics > Functional Analysis
7Books > Subjects > Science > General
8Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
9Books > Subjects > Science > Mathematics > General
10Books > Subjects > Science > Mathematics > Mathematical Analysis
11Books > Subjects > Science > Mathematics > Pure Mathematics > Calculus
12Books > Subjects > Science > Mathematics > Pure Mathematics > Functional Analysis



Reviews - What do customers think about Transformation of Measure on Wiener Space (Springer Monographs in Mathematics)?

All you wnated to know but did not dare to ask  Apr 16, 2004
This book contains everything one needs about the transformations of the Wiener measure under the perturbation of identity-type mappings. It is particularly useful to graduate students in probability, analysis and theoretical physics. It is a pity that there is so few ad about it.
 

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