ENGLISH

Probability on real Lie algebras

By Franz , Nicolas , Uwe; Privault

Book information

Publisher
Cambridge University Press
Year
2016
ISBN
978-1-107-12865-1, 110712865X
Language
english
Format
PDF
Filesize
1 MB (1304417 bytes)
Series
Cambridge Tracts in Mathematics 206
Pages
281\304
Library
kolxo3
Time added
2019-04-27 05:04:36

Description

Content: Introduction 1. Boson fock space 2. Real Lie algebras 3. Basic probability distributions on Lie algebras 4. Noncommutative random variables 5. Noncommutative stochastic integration 6. Random variables on real Lie algebras 7. Weyl calcuus on real Lie algebras 8. Levy processes on real Lie algebras 9. A guide to the Malliavin calculus 10. Noncommutative Girsanov theorem 11. Noncommutative integration by parts 12. Smoothness of densities on real Lie algebras Appendix Exercise solutions.

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