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An Introduction to Infinite-Dimensional Analysis (Paperback, 2006 ed.) Loot Price: R1,297
Discovery Miles 12 970
Repayment Terms: R122 pm x 12*
An Introduction to Infinite-Dimensional Analysis (Paperback, 2006 ed.): Giuseppe Da Prato

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

Giuseppe Da Prato

Series: Universitext

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Loot Price R1,297 Discovery Miles 12 970 | Repayment Terms: R122 pm x 12*

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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 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
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LSN: 3-642-42168-7
Barcode: 9783642421686

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