Introduction to infinite dimensional stochastic analysis
infinite-dimensional stochastic analysislinear operatorsMalliavin calculusquantum physicsWiener functionals
Distributions, generalized functions, distribution spaces (46F99) Research exposition (monographs, survey articles) pertaining to global analysis (58-02) Diffusion processes and stochastic analysis on manifolds (58J65) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic calculus of variations and the Malliavin calculus (60H07) White noise theory (60H40) Quantum stochastic calculus (81S25)
This book is intended to offer a quick introduction to the rapidly developing research area of infinite-dimensional stochastic analysis. The book is divided into five chapters. The first chapter contains the basic knowledge of infinite-dimensional analysis including linear operators on Hilbert spaces, Fock spaces, countably normed spaces, nuclear spaces and Borel measures on topological linear spaces. The second chapter is devoted to the fundamental theory of Malliavin calculus. Chapter III treats some important applications of Malliavin calculus -- the regularity of densities of solutions to Itô's stochastic differential equations, the potential theory, analysis on Wiener spaces and anticipating stochastic calculus. The general theory of white noise analysis is the main goal of Chapter IV and consists of construction of general settings, the products and Wick products of functionals and the moment characterization of distributions. The last chapter is a presentation of the theory of operators on spaces of distributions and its applications in quantum physics. The references are very rich and consist of more than three hundred titles.
- Infinite-dimensional analysis. Operators in Hilbert space; stochastic calculus via representations, and duality theory
- Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion. An introduction
- scientific article; zbMATH DE number 2109358
- Stochastic analysis
- Stochastic analysis. Itô and Malliavin calculus in tandem
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Wick calculus for nonlinear Gaussian functionals
- Identification of the point sources in some stochastic wave equations
- Quaternion-valued positive definite functions on locally compact abelian groups and nuclear spaces
- Infinite dimensional analysis. A hitchhiker's guide
- Estimates of the difference between two probability densities of Wiener functionals and its application
- Imbedding of infinite dimensional distributions into simplified Colombeau type algebras
- Construction of p-adic covariant quantum fields in the framework of white noise analysis
- Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013
- Relatively compact families of functionals on abstract Wiener space and applications
- Non-commutative stochastic distributions and applications to linear systems theory
- Quasi sure analysis of local times of anticipating smooth semimartingales
- An introduction to infinite-dimensional analysis
- Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
- Fractional Brownian motion and sheet as white noise functionals
- Metric entropies of sets in abstract Wiener space
- Relatively compact sets on abstract Wiener space
- White noise approach to the construction of \(\Phi^{4}_{4}\) quantum fields. II
- A unified approach to infinite-dimensional integration
- Weak and generalized with random variable solutions of stochastic Cauchy problem with additive white noise
- Stochastic analysis. Itô and Malliavin calculus in tandem
- QUANTUM TANAKA FORMULA IN TERMS OF QUANTUM BROWNIAN MOTION
- White noise calculus in applications to stochastic equations in Hilbert spaces
- scientific article; zbMATH DE number 638014 (Why is no real title available?)
- scientific article; zbMATH DE number 699434 (Why is no real title available?)
- scientific article; zbMATH DE number 2043935 (Why is no real title available?)
- scientific article; zbMATH DE number 1536105 (Why is no real title available?)
- Stochastic analysis and applications
- Infinite-dimensional analysis. Operators in Hilbert space; stochastic calculus via representations, and duality theory
- Non-Archimedean statistical field theory
- Spectral integrals of Bernoulli generalized functionals
- Stochastic analysis for Gaussian random processes and fields: with applications
- Equations involving Malliavin calculus operators. Applications and numerical approximation
- Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion. An introduction
- Stochastic Evolution Equations Driven by a Fractional White Noise
- Quantum Markov semigroup for open quantum system interacting with quantum Bernoulli noises
- Bochner integration of operator-valued functions in terms of discrete-time normal martingales
- Infinite-dimensional degree theory and stochastic analysis
- Toward infinite-dimensional Clifford analysis
- Restricted maximum of non-intersecting Brownian bridges
- Analytic continuation of time in Brownian motion. Stochastic distributions approach
- Dynamic mean-field theory for continuous random networks
- A functional modulus of continuity for Brownian motion
- Stochastic integral convergence: a white noise calculus approach
- Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
- On the characteristics of a class of Gaussian processes within the white noise space setting
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