An Introduction to Infinite Dimensional Analysis
Author:   Giuseppe Da Prato
Publisher:   Birkhauser Verlag AG
ISBN:  

9788876423093


Pages:   191
Publication Date:   01 October 2001
Format:   Paperback
Availability:   Out of stock   Availability explained


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An Introduction to Infinite Dimensional Analysis


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Overview

The lectures this volume collects were designed for an audience having basic knowledge of Functional Analysis and Measure Theory, but not familiar with Probability. The main aim is to give an introduction to Analysis in separable infinite-dimensional Hilbert spaces. The arguments the book deals with are: Gaussian measures, reproducing kernels, Cameron-Martin formula, Brownian motion, Wiener integral, invariant measures, ergodicity, mixing, Ito-Wiener decomposition.

Full Product Details

Author:   Giuseppe Da Prato
Publisher:   Birkhauser Verlag AG
Imprint:   Scuola Normale Superiore
ISBN:  

9788876423093


ISBN 10:   8876423095
Pages:   191
Publication Date:   01 October 2001
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   Out of stock   Availability explained

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