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Stochastic Analysis: A Series of LecturesAn Introduction to Infinite-dimensional Oscillatory and Probabilistic Integrals

Stochastic Analysis: A Series of Lectures: An Introduction to Infinite-dimensional Oscillatory... [In many areas of mathematics both oscillatory and probabilistic type infinite-dimensional integrals arise. It is well known for the corresponding finite-dimensional theory that these integrals have common aspects but also strong differences. We present an introduction to certain common aspects of these integration theories and mention some applications.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Stochastic Analysis: A Series of LecturesAn Introduction to Infinite-dimensional Oscillatory and Probabilistic Integrals

Part of the Progress in Probability Book Series (volume 68)
Editors: Dalang, Robert C.; Dozzi, Marco; Flandoli, Franco; Russo, Francesco
Albeverio, Sergio; Mazzucchi, Sonia
Stochastic Analysis: A Series of Lectures — May 15, 2015
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Publisher
Springer Basel
Copyright
© Springer Basel 2015
ISBN
978-3-0348-0908-5
Pages
1 –54
DOI
10.1007/978-3-0348-0909-2_1
Publisher site
See Chapter on Publisher Site

Abstract

[In many areas of mathematics both oscillatory and probabilistic type infinite-dimensional integrals arise. It is well known for the corresponding finite-dimensional theory that these integrals have common aspects but also strong differences. We present an introduction to certain common aspects of these integration theories and mention some applications.]

Published: May 15, 2015

Keywords: Infinite-dimensional integrals; oscillatory integrals; Feynman path integrals; Fresnel integrals; Bochner theorem; Minlos–Sazonov theorem; Prokhorov theorem; Gaussian measures; Schrödinger equations; heat equations; Primary 28C20; Secondary 60G15

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