An Introduction to Analysis on Wiener Space [1 ed.] 9783540601708, 3-540-60170-8

This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. Th

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English Pages 102 [108] Year 1995

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Table of contents :
Preliminaries....Pages 1-7
Gross-Sobolev derivative, divergence and Ornstein-Uhlenbeck operator....Pages 9-18
Meyer inequalities....Pages 19-25
Hypercontractivity....Pages 27-30
L p -multipliers theorem, meyer inequalities and distributions....Pages 31-39
Some applications of the distributions....Pages 41-51
Positive distributions and applications....Pages 53-60
Characterization of independence of some Wiener functionals....Pages 61-67
Moment inequalities for Wiener functional....Pages 69-79
Introduction to the theorem of Ramer....Pages 81-90

An Introduction to Analysis on Wiener Space [1 ed.]
 9783540601708, 3-540-60170-8

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