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Differentiable Measures and the Malliavin Calculus
Vladimir I. Bogachev
€ 149.69
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Description for Differentiable Measures and the Malliavin Calculus
Hardcover. Series: Mathematical Surveys and Monographs. Num Pages: 501 pages, Illustrations. BIC Classification: PBK. Category: (P) Professional & Vocational. .
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, ... Read more
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, ... Read more
Product Details
Format
Hardback
Publication date
2010
Publisher
American Mathematical Society United States
Number of pages
501
Condition
New
Series
Mathematical Surveys and Monographs
Number of Pages
501
Place of Publication
Providence, United States
ISBN
9780821849934
SKU
V9780821849934
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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