Differentiable measures and the Malliavin calculus / Vladimir I. Bogachev.

Author/Creator:

Bogachev, V. I. (Vladimir Igorevich), 1961-

Publication:

Providence, R.I. : American Mathematical Society, c2010.

Series:

Mathematical surveys and monographs ; no. 164.
Mathematical surveys and monographs ; v. 164

Format/Description:

Book
xv, 488 p. ; 27 cm.

Subjects:

Measure theory.
Theory of distributions (Functional analysis).
Sobolev spaces.
Malliavin calculus.

Contents:

1. Background material
2. Sobolev spaces on IRn ["n" is superscript]
3. Differentiable measures on linear spaces
4. Some classes of differentiable measures
5. Subspaces of differentiability of measures
6. Integration by parts and logarithmic derivatives
7. Logarithmic gradients
8. Sobolev classes on infinite dimensional spaces
9. the Malliavin calculus
10. Infinite dimensional transformations
11. Measures on manifolds
12. Applications.

Notes:

Includes bibliographical references and index.

ISBN:

9780821849934 (alk. paper)
082184993X (alk. paper)

OCLC:

539078713

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