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Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces by Kiyosi Ito 9780898711936
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Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces by Kiyosi Ito 9780898711936

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Description

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 Information
ISBN 9780898711936
Author Kiyosi Ito
Format 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

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