About this item
Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space".Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.
Number of Pages: 470
Publisher: World Scientific Pub Co Inc
Author: Yaozhong Hu
Street Date: November 12, 2016
Item Number (DPCI): 248-32-1742
If the item details above aren’t accurate or complete, we want to know about it. Report incorrect product info.