An Introduction to Infinite-Dimensional Analysis

Author:   Giuseppe Da Prato
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2006 ed.
ISBN:  

9783540290209


Pages:   208
Publication Date:   03 July 2006
Format:   Hardback
Availability:   In Print   Availability explained
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An Introduction to Infinite-Dimensional Analysis


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Full Product Details

Author:   Giuseppe Da Prato
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2006 ed.
Dimensions:   Width: 21.00cm , Height: 1.20cm , Length: 29.70cm
Weight:   0.818kg
ISBN:  

9783540290209


ISBN 10:   3540290206
Pages:   208
Publication Date:   03 July 2006
Audience:   College/higher education ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Gaussian measures in Hilbert spaces.- The Cameron–Martin formula.- Brownian motion.- Stochastic perturbations of a dynamical system.- Invariant measures for Markov semigroups.- Weak convergence of measures.- Existence and uniqueness of invariant measures.- Examples of Markov semigroups.- L2 spaces with respect to a Gaussian measure.- Sobolev spaces for a Gaussian measure.- Gradient systems.

Reviews

From the reviews: This is an extended version of the author's `An introduction to infinite-dimensional analysis' published by Scuola Normale Superiore, Pisa ... . A well written textbook (even an introductory research monograph), suitable for teaching a graduate course. (Neils Jacob, Zentralblatt MATH, Vol. 1109 (11), 2007) The present volume collects together ... the notes of the course on infinite-dimensional analysis held by the author at the Scuola Normale Superiore of Pisa in recent years. The book is intended for people who have some knowledge of functional analysis ... . It provides an extremely useful tool for those scholars who are interested in learning some basics about Gaussian measures in Hilbert spaces, Brownian motion, Markov transition semigroups ... . The book is well written and all arguments are clearly and rigorously presented. (Sandra Cerrai, Mathematical Reviews, Issue 2009 a)


From the reviews: <p> This is an extended version of the authora (TM)s a ~An introduction to infinite-dimensional analysisa (TM) published by Scuola Normale Superiore, Pisa a ] . A well written textbook (even an introductory research monograph), suitable for teaching a graduate course. (Neils Jacob, Zentralblatt MATH, Vol. 1109 (11), 2007)


"From the reviews: ""This is an extended version of the author’s ‘An introduction to infinite-dimensional analysis’ published by Scuola Normale Superiore, Pisa … . A well written textbook (even an introductory research monograph), suitable for teaching a graduate course."" (Neils Jacob, Zentralblatt MATH, Vol. 1109 (11), 2007) ""The present volume collects together … the notes of the course on infinite-dimensional analysis held by the author at the Scuola Normale Superiore of Pisa in recent years. The book is intended for people who have some knowledge of functional analysis … . It provides an extremely useful tool for those scholars who are interested in learning some basics about Gaussian measures in Hilbert spaces, Brownian motion, Markov transition semigroups … . The book is well written and all arguments are clearly and rigorously presented."" (Sandra Cerrai, Mathematical Reviews, Issue 2009 a)"


From the reviews: ""This is an extended version of the author’s ‘An introduction to infinite-dimensional analysis’ published by Scuola Normale Superiore, Pisa … . A well written textbook (even an introductory research monograph), suitable for teaching a graduate course."" (Neils Jacob, Zentralblatt MATH, Vol. 1109 (11), 2007) ""The present volume collects together … the notes of the course on infinite-dimensional analysis held by the author at the Scuola Normale Superiore of Pisa in recent years. The book is intended for people who have some knowledge of functional analysis … . It provides an extremely useful tool for those scholars who are interested in learning some basics about Gaussian measures in Hilbert spaces, Brownian motion, Markov transition semigroups … . The book is well written and all arguments are clearly and rigorously presented."" (Sandra Cerrai, Mathematical Reviews, Issue 2009 a)


Author Information

GIUSEPPE DA PRATO was born in La Spezia in 1936. Having graduated in Physics in 1960 from the University of Rome, he became full professor of Mathematics in 1968 and taught in Rome and in Trento. Since 1979 he has been Professor of Mathematical Analysis at the Scuola Normale Superiore di Pisa. The scientific activity of Giuseppe Da Prato concerns infinite-dimensional analysis and partial differential stochastic equations (existence, uniqueness, invariant measures, ergodicity), with applications to optimal stochastic control. Giuseppe Da Prato is the author of 5 other books, some co-authored with other international specialists, on control theory, stochastic differential equations and infinite dimensional Kolmogorov equations, and of more than 250 papers in international scientific journals.

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