An Introduction to Infinite-Dimensional Analysis (Paperback, 2006 ed.)

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

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Universitext
Release date:	November 2014
First published:	2006
Authors:	Giuseppe Da Prato
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	208
Edition:	2006 ed.
ISBN-13:	978-3-642-42168-6
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
LSN:	3-642-42168-7
Barcode:	9783642421686

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!