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Analysis on Gaussian Spaces

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AuthorHu Yaozhong
Published LanguageEnglish
Publication Year2016
PublisherWorld Scientific
Original Price$155
Ships By2-3 days


Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addition, it covers some topics that are not frequently encountered in other treatments, such as Littlewood-Paley-Stein, etc. This coverage makes the book a valuable addition to the literature. Many results presented in this book were hitherto available only in the research literature in the form of research papers by the author and his co-authors.

Mathematical Reviews Clippings

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 Poincar? 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 H? rmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.

About the author
Univ of Kansas, USA

Additional information

Weight0.801 kg
Dimensions22.9 × 15.2 cm





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2-3 days