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Item Details
| Title:
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AN INTRODUCTION TO INFINITE DIMENSIONAL ANALYSIS
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| By: |
Giuseppe Da Prato |
| Format: |
Paperback |
| List price:
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£11.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
8876423095 |
| ISBN 13: |
9788876423093 |
| Publisher: |
BIRKHAUSER VERLAG AG |
| Pub. date: |
1 October, 2001 |
| Series: |
Publications of the Scuola Normale Superiore / Crm Series |
| Pages: |
191 |
| Description: |
Suitable for those with basic knowledge of functional analysis and measure theory but not familiar with probability. This book presents an introduction to analysis in separable infinite-dimensional Hilbert spaces. It features arguments that deal with Gaussian measures, reproducing kernels, Cameron-Martin formula, and Brownian motion. |
| Synopsis: |
The lectures this volume collects were designed for an audience having basic knowledge of Functional Analysis and Measure Theory, but not familiar with Probability. The main aim is to give an introduction to Analysis in separable infinite-dimensional Hilbert spaces. The arguments the book deals with are: Gaussian measures, reproducing kernels, Cameron-Martin formula, Brownian motion, Wiener integral, invariant measures, ergodicity, mixing, and Ito-Wiener decomposition. |
| Publication: |
Italy |
| Imprint: |
Scuola Normale Superiore |
| Returns: |
Returnable |
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