General Funct of Brownian Motion & Appl
Regular price
$119.69 USD
Regular price
$132.99 USD
Sale price
$119.69 USD
Unit price
per
You save $13.30 USD (10%)
In stock — Ships within 1–2 business days
Format
Print Book
Currently viewing
Hardcover
$119.69 USD
$132.99 USD
Secure CheckoutYour data is protected
Fast U.S. ShippingShips within 1–2 business days
Authentic Titles100% Genuine Books
Book Overview This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fund...
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process -- covering the classical Wiener-Ito class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the Wiener-Sobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems.Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated Riesz-Fischer theorem for separable Hilbert spaces and the space of Wiener-Ito functionals is drawn out, thus providing a clear insight into the subject.
Book Details Format: Hardcover | Pages: 299 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814366366
FormatHardcover
Pages299
LanguageEnglish
ISBN9814366366
EAN9789814366366
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.35 Pounds
Length9.0 Inches
Width6.1 Inches
Height0.9 Inches
Shipping & Returns Fast, reliable shipping and easy returns on eligible items.
Most orders ship within 1–2 business days with fast, reliable U.S. delivery.
Eligible items can be returned within 30 days in line with our store return policy.
Why shop with AlbakiReads
Fresh Inventory from Major Publishers
Sourced through trusted book distributors, with fresh titles added regularly.
Secure Checkout
Your payment information is encrypted and protected every step of the way.
Fast U.S. Shipping
Most orders ship within 1–2 business days.
Books for Every Kind of Reader
From page-turners to timeless classics—find your next favorite read.
