• Corpus ID: 115171094

# Analysis on Wiener Space and Applications

@inproceedings{Ustunel2010AnalysisOW,
title={Analysis on Wiener Space and Applications},
author={Ali Suleyman Ustunel},
year={2010}
}
The aim of this book is to give a rigorous introduction for the graduate students to Analysis on Wiener space, a subject which has grown up very quickly these recent years under the new impulse of the Stochastic Calculus of Variations of Paul Malliavin.
5 Citations
Measure Invariance on the Lie-Wiener Path Space
In this chapter we extend some recent results on moment identities, Hermite polynomials, and measure invariance properties on the Wiener space, to the setting of path spaces over Lie groups. In
Math 7770 : Analysis and Probability on Infinite-Dimensional Spaces
• Rn has a natural measure space structure; namely, Lebesgue measure m on the Borel σalgebra. The most important property of Lebesgue measure is that it is invariant under translation. This leads to
Stein's method for diffusive limit of Markov processes
• Mathematics
• 2018
The invariance principle for M/M/1 and M/M/$\infty$ queues states that when properly renormalized (i.e. rescaled and centered), the Markov processes which describe these systems both converge to a
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
• Mathematics
• 2011
In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> 1/3. We show that under some

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