Transformation of Measure on Wiener Space

Name: Transformation of Measure on Wiener Space
Brand: Springer Nature
SKU: 9783540664550
Availability: InStock

Best Price:
Buy Transformation of Measure on Wiener Space for $39.99 at @ Link.springer.com
No coupon is required — this is the standard retail price.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $39.99 - $39.99

BEST PRICE

Single Product Purchase

$39.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$39.99	$39.99			$39.99		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783540664550

Condition

New

Product Description

This book gives a systematic presentation of the main results on the transformation of measure induced by shift transformations on Wiener space. This topic has its origins in the work of Cameron and Martin (anticipative shifts, 1940's) and that of Girsanov (non-anticipative shifts, 1960's). It played an important role in the development of non-anticipative stochastic calculus and itself developed under the impulse of the stochastic calculus of variations. The recent results presented in the book include a dimension-free form of the Girsanov theorem, the transformations of measure induced by anticipative non-invertible shift transformations, the transformation of measure induced by flows, the extension of the notions of Sard lemma and degree theory to Wiener space, generalized distribution valued Radon-Nikodym theorems and measure preserving transformations. Basic probability theory and the Ito calculus are assumed known; the necessary results from the Malliavin calculus are presented in the appendix. Aimed at graduate students and researchers, it can be used as a text for a course or a seminar.

Available Colors

N/A

Available Sizes

N/A