Transformation of Measure on Wiener Space:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2000
|
| Schriftenreihe: | Springer Monographs in Mathematics
|
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-3-662-13225-8 |
| Beschreibung: | 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. The recent results presented in the book include a dimension-free form of the Girsanov theorem, the transformations of measure induced by anticipative non-invertible shift transformations, the transformation of measure induced by flows, the extension of the notions of Sard lemma and degree theory to Wiener space, generalized distribution valued Radon-Nikodym theorems and measure preserving transformations. 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 seminar |
| Umfang: | 1 Online-Ressource (XIII, 298 p) |
| ISBN: | 9783662132258 9783642085727 |
| ISSN: | 1439-7382 |
| DOI: | 10.1007/978-3-662-13225-8 |
Internformat
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| 500 | |a 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. The recent results presented in the book include a dimension-free form of the Girsanov theorem, the transformations of measure induced by anticipative non-invertible shift transformations, the transformation of measure induced by flows, the extension of the notions of Sard lemma and degree theory to Wiener space, generalized distribution valued Radon-Nikodym theorems and measure preserving transformations. 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 seminar | ||
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Datensatz im Suchindex
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| dewey-ones | 515 - Analysis |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-13225-8 |
| format | Electronic eBook |
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| id | DE-604.BV042423498 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:48Z |
| institution | BVB |
| isbn | 9783662132258 9783642085727 |
| issn | 1439-7382 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858915 |
| oclc_num | 863982621 |
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| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XIII, 298 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Springer Monographs in Mathematics |
| spellingShingle | Üstünel, Ali Süleyman Transformation of Measure on Wiener Space Mathematics Functional analysis Distribution (Probability theory) Measure and Integration Functional Analysis Probability Theory and Stochastic Processes Mathematik Wiener-Raum (DE-588)4189871-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Maß Mathematik (DE-588)4037856-1 gnd Transformation (DE-588)4451062-7 gnd |
| subject_GND | (DE-588)4189871-0 (DE-588)4126478-2 (DE-588)4037856-1 (DE-588)4451062-7 |
| title | Transformation of Measure on Wiener Space |
| title_auth | Transformation of Measure on Wiener Space |
| title_exact_search | Transformation of Measure on Wiener Space |
| title_full | Transformation of Measure on Wiener Space by Ali Süleyman Üstünel, Moshe Zakai |
| title_fullStr | Transformation of Measure on Wiener Space by Ali Süleyman Üstünel, Moshe Zakai |
| title_full_unstemmed | Transformation of Measure on Wiener Space by Ali Süleyman Üstünel, Moshe Zakai |
| title_short | Transformation of Measure on Wiener Space |
| title_sort | transformation of measure on wiener space |
| topic | Mathematics Functional analysis Distribution (Probability theory) Measure and Integration Functional Analysis Probability Theory and Stochastic Processes Mathematik Wiener-Raum (DE-588)4189871-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Maß Mathematik (DE-588)4037856-1 gnd Transformation (DE-588)4451062-7 gnd |
| topic_facet | Mathematics Functional analysis Distribution (Probability theory) Measure and Integration Functional Analysis Probability Theory and Stochastic Processes Mathematik Wiener-Raum Stochastisches Integral Maß Mathematik Transformation |
| url | https://doi.org/10.1007/978-3-662-13225-8 |
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