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Introduction to Infinite-Dimensional Analysis

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Introduction to Infinite-Dimensional Analysis Da Prato
Libristo kod: 09161216
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, studeni 2014
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysi... Cijeli opis
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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.§

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Informacije o knjizi

Puni naziv Introduction to Infinite-Dimensional Analysis
Autor Da Prato, Giuseppe (Scuola Normale Superiore, Pisa Scuola Normale, Italy Scuola Normale Superiore, Pisa, Italy Scuola Normale Superiore, Pisa, Italy S
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2014
Broj stranica 208
EAN 9783642421686
ISBN 9783642421686
Libristo kod 09161216
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 349
Dimenzije 155 x 12 x 13

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Functional analysis & transforms
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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