Analysis on Gaussian Spaces

Name: Analysis on Gaussian Spaces
Brand: Atlantic Books
SKU: 9789813142176
Price: 17848.0 INR
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by Yaozhong Hu

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ISBN13: 9789813142176
Binding: Hardcover
Subject: N/A
Publisher: World Scientific Publishing Company
Publisher Imprint: World Scientific Publishing Company
Publication Date: October 18, 2016
Pages: 484
Original Price: USD 174.0
Language: English
Edition: N/A
Item Weight: 772 grams
BISAC Subject(s): Probability & Statistics / Stochastic Processes

About The Book

'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addition, it covers some topics that are not frequently encountered in other treatments, such as Littlewood-Paley-Stein, etc. This coverage makes the book a valuable addition to the literature. Many results presented in this book were hitherto available only in the research literature in the form of research papers by the author and his co-authors.'Mathematical Reviews ClippingsAnalysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of 'abstract Wiener space'.Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn-Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincar� inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood-Paley-Stein-Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood-Paley-Stein-Meyer theory, and the H�rmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.

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