Differentiable measures and the Malliavin calculus /
General Material Designation
[Book]
First Statement of Responsibility
Vladimir I. Bogachev
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Providence, R.I. :
Name of Publisher, Distributor, etc.
American Mathematical Society,
Date of Publication, Distribution, etc.
c2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xv, 488 p. ;
Dimensions
27 cm
SERIES
Series Title
Mathematical surveys and monographs ;
Volume Designation
v. 164
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
CONTENTS NOTE
Text of Note
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