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Introduction to Infinite-Dimensional Analysis - Giuseppe Da Prato - Bog

Bag om Introduction to Infinite-Dimensional Analysis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642421686
  • Indbinding:
  • Paperback
  • Sideantal:
  • 208
  • Udgivet:
  • 29. november 2014
  • Udgave:
  • 2006
  • Størrelse:
  • 235x155x12 mm.
  • Vægt:
  • 349 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Introduction to Infinite-Dimensional Analysis

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.

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