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An Introduction to Infinite-Dimensional Analysis by Giuseppe Da Prato 9783642421686
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An Introduction to Infinite-Dimensional Analysis by Giuseppe Da Prato 9783642421686

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Description

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.

Book Information
ISBN 9783642421686
Author Giuseppe Da Prato
Format Paperback
Page Count 208
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight(grams) 349g

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