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Generalized functionals of Brownian motion and their applications
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ISBN: 1280377534 9786613555441 9814366374 9789814366373 9789814366366 9814366366 Year: 2012 Publisher: Singapore Hackensack World Scientific

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Abstract

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 develop

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