Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The
eBook - PDF

Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The

  1. 272 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The

About this book

This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI.It starts with an account of classic stochastic analysis in the Wiener spaces; and then discusses in detail the ESI for the Wiener measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated.Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures.Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed.

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Yes, you can access Extended Stochastic Integral In Linear Spaces With Differentiable Measures And Related Topics, The by Nicolai Victorovich Norin in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Preface
  3. Chapter 1 Stochastic calculus in Wiener space
  4. Chapter 2 Extended stochastic integral in Wiener space
  5. Chapter 3 Randomized extended stochastic integrals with jumps
  6. Chapter 4 Introduction to the theory of differentiable measures
  7. Chapter 5 Extended vector stochastic integral in Sobolev spaces of Wiener functionals
  8. Chapter 6 Stochastic integrals and differentiable measures
  9. Chapter 7 Differential properties of mixtures of Gaussian measures
  10. Chapter 8 Surface measures in Banach space
  11. Chapter 9 Heat potentials on Hilbert space
  12. Bibliography
  13. Index