Author | รstรผnel, Ali Sรผleyman. author |
---|---|
Title | Transformation of Measure on Wiener Space [electronic resource] / by Ali Sรผleyman รstรผnel, Moshe Zakai |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000 |
Connect to | http://dx.doi.org/10.1007/978-3-662-13225-8 |
Descript | XIII, 298 p. online resource |
1. Some Background Material and Preliminary Results -- 2. Transformation of Measure Induced by Adapted Shifts -- 3. Transformation of Measure Induced by General Shifts -- 4. The Sard Inequality -- 5. Transformation of Measure Under Anticipative Flows -- 6. Monotone Shifts -- 7. Generalized Radon-Nikodym Derivatives -- 8. Random Rotations -- 9. The Degree Theorem on Wiener Space -- A. Some Inequalities -- A.1 Gronwall and Young Inequalities -- A.1.1 Gronwall Inequality -- A.1.2 Young Inequality -- B. An Introduction to Malliavin Calculus -- B.1 Introduction to Abstract Wiener Space -- B.2 An Introduction to Analysis on Wiener Space -- B.3 Construction of Sobolev Derivatives -- B.4 The Divergence -- B.5 Ornstein-Uhlenbeck Operator and Meyer Inequalities -- B.6 Some Useful Lemmas -- B.7 Local Versus Global Differentiability of Wiener Functionals -- B.8 Exponential Integrability of Wiener Functionals and Poincarรฉ Inequality -- Notes and References -- References -- Notations