《Malliavin隨機變分引論》是2005年清華大學出版社出版的圖書，作者是方詩讚。
基本介紹
- 書名：Malliavin隨機變分引論
- 作者：方詩讚
- ISBN：9787302091813
- 頁數：153
- 定價：24.00元
- 出版社：清華大學出版社
- 出版時間：2005-1
- 裝幀：平裝(無盤)
- 叢書：研究生數學叢書
內容簡介,圖書目錄,
內容簡介
Something about the author Dr. Shizan Fang(bom in 1963 ). Professor of University of Burgundy(Dijon. FranceS, obtained his PhD degree at University of Paris VI in February 1990 and then worked there as "maitre de Conferences" during 1990-1996. His main interests of research are in the field of "Analysis. Geometry and Probability". He has published some first rate results on the subjects "Geometric Analysis on the Wiener Space". "Geometric Stochastic Analysis on Riemannian Path Spaces and Loop Groups". "Stochastic Differential Equations and Flow of Homeomorphism". Abstract of the book Malliavin Calculus is the theory of infinite dimensional differential calculus, which is suitable for functionals involved in diffusion theory, stochastic control, financial market models, etc. It also provides infinite dimensional examples in Dirichlet forms theory, in Functional Inequalities Analysis, etc. The main purpose of this book is to give a foundation of Malliavin Calculus, as well as some insights toward further researches in the field of path and loop spaces.
圖書目錄
1 Brownian motions and Wiener spaces
1.1 Gaussian family
1.2 Brownian motion
1.3 Classical Wiener spaces
1.4 Abstract Wiener spaces
2 Quasiinvariance of the Wiener measure
2.1 Convergence theorem for L2martingales
2.2 CameronMartin theorem
2.3 Girsanov theorem
3 Sobolev spaces over the Wiener space
3.1 Definitions and examples
3.2 Integration by parts
3.3 Sobolev spaces Dp1(W)
3.4 High order Sobolev spaces
4 OrnsteinUhlenbeck operator
4.1 Definitions
4.2 The spectrum of L
4.3 Vector valued OrnsteinUhlenbeck operator
5 Existence of divergence: L2case
5.1 Energy identity
5.2 Weitzenbck formula
5.3 Γ2 criterion
6 OrnsteinUhlenbeck semigroup
6.1 Mehler formula
6.2 Hypercontractivity of Pt
6.3 Some other properties of Pt
7 Riesz transform on the Wiener space
7.1 Hilbert transform on the circle S1
7.2 Riesz transform on the Wiener space
7.3 Meyer inequalities
8 Existence of divergence: Lpcase
8.1 Meyer multipliers
8.2 Commutation formulae
8.3 Smoothness for δ(Z)
9 Malliavins density theorem
9.1 Non\|degenerated functionals
9.2 Examples
10 Tangent processes and its applications
10.1 Tangent processes
10.2 Path space over a compact Lie group
10.3 Path space over a unimodular Lie group
Appendix: Stochastic differential equations
General notation
Notes and Comments
Bibliography
Index
1.1 Gaussian family
1.2 Brownian motion
1.3 Classical Wiener spaces
1.4 Abstract Wiener spaces
2 Quasiinvariance of the Wiener measure
2.1 Convergence theorem for L2martingales
2.2 CameronMartin theorem
2.3 Girsanov theorem
3 Sobolev spaces over the Wiener space
3.1 Definitions and examples
3.2 Integration by parts
3.3 Sobolev spaces Dp1(W)
3.4 High order Sobolev spaces
4 OrnsteinUhlenbeck operator
4.1 Definitions
4.2 The spectrum of L
4.3 Vector valued OrnsteinUhlenbeck operator
5 Existence of divergence: L2case
5.1 Energy identity
5.2 Weitzenbck formula
5.3 Γ2 criterion
6 OrnsteinUhlenbeck semigroup
6.1 Mehler formula
6.2 Hypercontractivity of Pt
6.3 Some other properties of Pt
7 Riesz transform on the Wiener space
7.1 Hilbert transform on the circle S1
7.2 Riesz transform on the Wiener space
7.3 Meyer inequalities
8 Existence of divergence: Lpcase
8.1 Meyer multipliers
8.2 Commutation formulae
8.3 Smoothness for δ(Z)
9 Malliavins density theorem
9.1 Non\|degenerated functionals
9.2 Examples
10 Tangent processes and its applications
10.1 Tangent processes
10.2 Path space over a compact Lie group
10.3 Path space over a unimodular Lie group
Appendix: Stochastic differential equations
General notation
Notes and Comments
Bibliography
Index
