Analysis on Wiener Space and Applications
A. S. \"Ust\"unel
TL;DR
This book provides a rigorous introduction to Analysis on Wiener space, emphasizing recent developments driven by the Stochastic Calculus of Variations pioneered by Paul Malliavin.
Contribution
It offers a comprehensive and updated educational resource on Wiener space analysis, integrating recent advances in stochastic calculus of variations.
Findings
Enhanced understanding of Wiener space analysis
Integration of Malliavin calculus techniques
Foundation for further research in stochastic analysis
Abstract
The aim of this book is to give a rigorous introduction for the graduate students to Analysis on Wiener space, a subject which has grown up very quickly these recent years under the new impulse of the Stochastic Calculus of Variations of Paul Malliavin.
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Taxonomy
Topicsadvanced mathematical theories · Stochastic processes and financial applications · Point processes and geometric inequalities