| An Introduction to Infinite-Dimensional Analysis 2006 Edition Contributor(s): Da Prato, Giuseppe (Author) |
|
 |
ISBN: 3642421687 ISBN-13: 9783642421686 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: November 2014 |
| 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" (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. |
