A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.
Book InformationISBN 9780898711936
Author Kiyosi ItoFormat Paperback
Page Count 79
Imprint Society for Industrial & Applied Mathematics,U.S.Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 172g
Dimensions(mm) 228mm * 151mm * 8mm