Differentiable measures and the Malliavin calculus /
[Book]
Vladimir I. Bogachev
Providence, R.I. :
American Mathematical Society,
c2010
xv, 488 p. ;
27 cm
Mathematical surveys and monographs ;
v. 164
Includes bibliographical references and index
1. Background material -- 2. Sobolev spaces on IRn ["n" is superscript] -- 3. Differentiable measures on linear spaces -- 4. Some classes of differentiable measures -- 5. Subspaces of differentiability of measures -- 6. Integration by parts and logarithmic derivatives -- 7. Logarithmic gradients -- 8. Sobolev classes on infinite dimensional spaces -- 9. the Malliavin calculus -- 10. Infinite dimensional transformations -- 11. Measures on manifolds -- 12. Applications