Description: Generalized Functionals Of Brownian Motion And Their Applications: Nonlinear Functionals Of Fundamental Stochastic Processes by Nasir Uddin Ahmed A research monograph that presents a unified theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process - covering the classical Wiener - Ito class including the generalized functionals of Hida as special cases, among others. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process - covering the classical Wiener-Ito class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the Wiener-Sobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems.Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated Riesz-Fischer theorem for separable Hilbert spaces and the space of Wiener-Ito functionals is drawn out, thus providing a clear insight into the subject. Table of Contents Background Materials; Regular Functionals of Brownian Motion, Fractional Process, and Levy Process; Generalized Functionals of the First Kind; Functional Analysis on Wiener Measure Space and Their Dual Spaces; L2-Based Generalized Functionals; Lp-Based Generalized Functionals; Ws,p-Based Generalized Functionals and Their Extensions; Malliavin Calculus and Applications Thereof; Evolution Equations on Fock Spaces. Details ISBN9814366366 ISBN-10 9814366366 ISBN-13 9789814366366 Media Book Format Hardcover Pages 316 Publisher World Scientific Publishing Co Pte Ltd Imprint World Scientific Publishing Co Pte Ltd Subtitle Nonlinear Functionals of Fundamental Stochastic Processes Place of Publication Singapore Country of Publication Singapore DEWEY 515.3 Year 2011 Short Title GENERALIZED FUNCTIONALS OF BRO Language English Publication Date 2011-10-03 Illustrations black & white illustrations UK Release Date 2011-10-03 Author Nasir Uddin Ahmed Audience Postgraduate, Research & Scholarly We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:126695738;
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ISBN-13: 9789814366366
Book Title: Generalized Functionals Of Brownian Motion And Their Applications
Publisher: World Scientific Publishing Co Pte Ltd
Publication Year: 2011
Subject: Mathematics
Number of Pages: 316 Pages
Language: English
Publication Name: Generalized Functionals Of Brownian Motion And Their Applications: Nonlinear Functionals Of Fundamental Stochastic Processes
Type: Textbook
Author: Nasir Uddin Ahmed
Format: Hardcover
