Real and Stochastic Analysis
New Perspectives
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Beschreibung
Written by active researchers, each of the six independent chapters in this volume is devoted to a particular application of functional analytic methods in stochastic analysis, ranging from work in hypoelliptic operators to quantum field theory. Every chapter contains substantial new results as well as a clear, unified account of the existing theory; relevant references and numerous open problems are also included. Self-contained, well-motivated, and replete with suggestions for further investigation, this book will be especially valuable as a seminar text for dissertation-level graduate students. Research mathematicians and physicists will also find it a useful and stimulating reference.
Self-contained and written by active researchers, each chapter is devoted to a particular application of functional analytic methods in stochastic analysis Every chapter contains substantial new results as well as a clear, unified account of the existing theory, relevant references and numerous open problems Especially valuable as a seminar text for dissertation-level graduate students and as a reference
Autor*in
M. M. Rao
Themen in »Real and Stochastic Analysis«
Feynman-Kac formula Hilbert space Kolmogorov's criterion Lévy process Martingale Measure Observable Probability theory analysis convolution random walk partial differential equations
Stimmen zu »Real and Stochastic Analysis«
"Although most of the papers contain new results and/or proofs, their authors tried to make them reasonably self-contained and provide a wide background to the problems studied, so the papers should be accessible to advanced graduate students and serve as an introduction to some topics which have been paid considerable attention recently."
—Applications of Mathematics
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