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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!