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An Introduction to Infinite-Dimensional Analysis

An Introduction to Infinite-Dimensional Analysis

Giuseppe Da Prato

66,61 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Probabilidad y estadística
ISBN:
9783642421686
66,61 €
IVA incluido
Disponible

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Sobre IBD

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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    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 a...
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