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Probability on Real Lie Algebras

Uwe Franz and Nicolas Privault
Publisher: 
Cambridge University Press
Publication Date: 
2016
Number of Pages: 
281
Format: 
Hardcover
Series: 
Cambridge Tracts in Mathematics 206
Price: 
125.00
ISBN: 
9781107128651
Category: 
Monograph
We do not plan to review this book.

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. Lévy 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.