Isbn: 9783540664550 - transformation of measure on wiener space (14 risultati)

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Condizione: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book gives a systematic presentation of the main results on the transformation of measure induced by shift transformations on Wiener space. This topic has its origins in the work of Cameron and Martin (anticipative shifts, 1940's) and that of Girsanov (non-anticipative shifts, 1960's). It played an important role in the development of non-anticipative stochastic calculus and itself developed under the impulse of the stochastic calculus of variations. The recent results presented in the book include a dimension-free form of the Girsanov theorem, the transformations of measure induced by anticipative non-invertible shift transformations, the transformation of measure induced by flows, the extension of the notions of Sard lemma and degree theory to Wiener space, generalized distribution valued Radon-Nikodym theorems and measure preserving transformations. Basic probability theory and the Ito calculus are assumed known; the necessary results from the Malliavin calculus are presented in the appendix. Aimed at graduate students and researchers, it can be used as a text for a course or a seminar.…

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars. 318 pp. Englisch. …

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. No other book on this subjectAddresses fundamental problems and will be the standard reference for a long time to comeThe authors have different scientific origins and combine these successfully in the comined authorship of this bookThis uniq.…

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 318 pp. Englisch.…