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Stefan Geiss Ju Decoupling on the Wiener Space, Related (Paperback) (UK IMPORT)
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eBay item number:395151829519
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- Book Title
- Decoupling on the Wiener Space, Related Besov Spaces, and Applica
- Publication Name
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to Bsdes
- Title
- Decoupling on the Wiener Space, Related Besov Spaces, and Applica
- Format
- Trade Paperback
- EAN
- 9781470449353
- ISBN
- 9781470449353
- Publisher
- American Mathematical Society
- Genre
- Science Nature & Math
- Release Date
- 30/03/2022
- Release Year
- 2022
- Language
- English
- Country/Region of Manufacture
- US
- Item Height
- 254mm
- Item Length
- 10in
- Item Weight
- 229g
- Series
- Memoirs of the American Mathematical Society Ser.
- Publication Year
- 2022
- Type
- Textbook
- Item Width
- 7in
- Number of Pages
- V, 112 Pages
About this product
Product Information
We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces) of forward diffusions and local times. It is shown that among our newly introduced Besov spaces there are spaces that characterize quantitative properties of directional derivatives in the Malliavin sense without computing or accessing these Malliavin derivatives explicitly. Regarding BSDEs, we deduce regularity properties of the solution processes from the Besov regularity of the initial data, in particular upper bounds for their Lp-variation, where the generator might be of quadratic type and where no structural assumptions, for example in terms of a forward diffusion, are assumed. As an example we treat sub-quadratic BSDEs with unbounded terminal conditions. Among other tools, we use methods from harmonic analysis. As a by-product, we improve the asymptotic behaviour of the multiplicative constant in a generalized Fefferman inequality and verify the optimality of the bound we established.
Product Identifiers
Publisher
American Mathematical Society
ISBN-10
1470449358
ISBN-13
9781470449353
eBay Product ID (ePID)
14050382666
Product Key Features
Publication Name
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to Bsdes
Format
Trade Paperback
Language
English
Publication Year
2022
Series
Memoirs of the American Mathematical Society Ser.
Type
Textbook
Number of Pages
V, 112 Pages
Dimensions
Item Length
10in
Item Width
7in
Additional Product Features
Series Volume Number
272
Lc Classification Number
Qa331
Target Audience
Scholarly & Professional
Topic
General
Lccn
2022-007967
Dewey Decimal
515.222
Dewey Edition
23
Genre
Mathematics
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eBay item number:395151829519
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