Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Dirichlet Forms and Analysis on Wiener Space

Dirichlet Forms and Analysis on Wiener Space

Hirsch, Francis
Bouleau, Nicolas

Hardcover

Series: de Gruyter Studies in Mathematics, Book 14

General MathematicsProbability & Statistics

ISBN10: 3110129191
ISBN13: 9783110129199
Publisher: De Gruyter
Published: Oct 1 1991
Pages: 335
Weight: 2.36
Height: 0.81 Width: 8.50 Depth: 11.00
Language: German

The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints.

First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima's book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss carré du champ operators introduced by Meyer and Bakry very carefully. Although they discuss when this carré du champ operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of carré du champ operator in this case by using Shigekawa's H-derivative.)

Also in

Probability & Statistics

View All