IMIST


An introduction to analysis on wiener space (notice n° 1666)

000 -LEADER
fixed length control field 01481nam a2200241 u 4500
001 - CONTROL NUMBER
control field UNI0000343
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20161122153630.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130823s1995 XX eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 3540601708 (paperback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783540601708 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency DCLC
040 ## - CATALOGING SOURCE
Modifying agency IMIST
Description conventions AFNOR
041 1# - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 510
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Üstünel, Ali S.
245 #0 - TITLE STATEMENT
Title An introduction to analysis on wiener space
Statement of responsibility, etc Ali S. Üstünel
250 ## - EDITION STATEMENT
Edition statement 1995th ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc [S.l.]
Name of publisher, distributor, etc Springer
Date of publication, distribution, etc 1995.
300 ## - PHYSICAL DESCRIPTION
Extent 102 p.
Dimensions 24 cm.
490 1# - SERIES STATEMENT
Series statement Lecture notes in mathematics.
500 ## - GENERAL NOTE
General note This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem, etc. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula etc). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes It is a user-friendly introduction to Malliavin calculus!
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Malliavin calculus
Exemplaires
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Inventory number Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
        La bibliothèque des Sciences Exactes et Naturelles La bibliothèque des Sciences Exactes et Naturelles   20819   510 UST 0000000018415 11/22/2016 11/22/2016 Livre
© Tous droits résérvés IMIST/CNRST
Angle Av. Allal Al Fassi et Av. des FAR, Hay Ryad, BP 8027, 10102 Rabat, Maroc
Tél:(+212) 05 37.56.98.00
CNRST / IMIST

Propulsé par Koha