Analysis on Wiener Space and Applications

Abstract

The aim of this book is to give a rigorous introduction for the graduate students to Analysis on Wiener space, a subject which has grown up very quickly these recent years under the new impulse of the Stochastic Calculus of Variations of Paul Malliavin.

Some corrections are given and we have also added proofs of certain technical lemmata

Cited by in corpus (8)

• Dirichlet spaces on H-convex sets in Wiener space
• Causal transference plans and their Monge-Kantorovich problems
• Analysis and Probability on Infinite-Dimensional Spaces
• Stein's method for diffusive limit of queueing processes
• Entropic Solution of the Innovation Conjecture of T. Kailath
• Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions
• Variational characterization of the regularity of Monge-Brenier maps
• On the quasi-invariance of the Wiener measure on path spaces and the anticipative integrals over a Riemannian manifold