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Introduction to Infinite-dimensional Analysis, Paperback by Da Prato, Giusepp...
- Item No : 388327371942
- Condition : Brand New
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- Seller : greatbookprices1
- Current Bid : US $65.12
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* Item Description
- Introduction to Infinite-dimensional Analysis, Paperback by Da Prato, Giuseppe, ISBN 3540290206, ISBN-13 9783540290209, Brand New, Free shipping in the US 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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