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An Introduction to Infinite-Dimensional Analysis 2006 Edition
Contributor(s): Da Prato, Giuseppe (Author)

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 ISBN: 3642421687     ISBN-13: 9783642421686
Publisher: Springer
OUR PRICE: $52.24  

Binding Type: Paperback - See All Available Formats & Editions
Published: November 2014
Qty:

Click for more in this series: Universitext
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
- Mathematics | Mathematical Analysis
- Mathematics | Differential Equations - General
Dewey: 530.8
Series: Universitext
Physical Information: 0.47" H x 6.14" W x 9.21" L (0.70 lbs) 208 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.
 
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