An introduction to analysis on Wiener space / Ali Süleyman Üstünel.

• Material Type: 図書
• ISBN: 3540601708 (softcover : acid-free paper)
• Title: An introduction to analysis on Wiener space / Ali Süleyman Üstünel.
• Series Title: Lecture notes in mathematics ; 1610
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1610.
• Author Heading: Ustunel, A. S. (Ali Süleyman)
• Publication, Distribution, etc.: Berlin : Springer; New York : Springer
• Publication Date: c1995.
• Publication Date (W3CDTF): 1995
• Extent: x, 93 p. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 確率過程. Kakuritukatei.; ブラウン[Brown]運動. 《Brown》undo.; 数値計算. Sutikeisan.; Malliavin calculus.
• LCC: QA3; QA274.2
• DDC: 510 s; 519.2
• NDLC: MA211
• Note (Bibliography): Includes bibliographical references (p. [91]-93) and index.
• Holding library: 国立国会図書館
• Call No.: MA211-A166
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003244127; http://id.ndl.go.jp/bib/000003244127
• LC Control Number: 95024587; https://lccn.loc.gov/95024587
• Bibliographic Record Category (NDL): 211

Table of Contents

Contents

Preliminaries/ 1

1　The Brownian Motion and the Wiener Measure/ 1

I　Gross-Sobolev Derivative, Divergence and Ornstein-Uhlenbeck Operator/ 9

1　The Construction of ∇ and its properties/ 10