It is shown that the differentiation theorem is valid in infinitely dimensional Hilbert space with certain Gaussian measures. The proof uses result from harmonic analysis concerning the behavior of ...

On this page you will find the listing of graduate course descriptions (selected). See course listings for current semester, here. UB Registrar: Register for classes. Course information is subject to ...

Description: Multivariate calculus; partial differentiation; implicit function theorems and transformations; line and surface integrals; vector fields; theorems of Gauss, Green, and Stokes. Credit ...

Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...

For general risk processes, we introduce and study the expected time-integrated negative part of the process on a fixed time interval. Differentiation theorems are stated and proved. They make it ...