An Introduction to Infinite-Dimensional Analysis
| Author | : Giuseppe Da Prato |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 217 |
| Release | : 2006-08-25 |
| ISBN-10 | : 9783540290216 |
| ISBN-13 | : 3540290214 |
| Rating | : 4/5 (214 Downloads) |
Book Synopsis An Introduction to Infinite-Dimensional Analysis by : Giuseppe Da Prato
Download or read book An Introduction to Infinite-Dimensional Analysis written by Giuseppe Da Prato and published by Springer Science & Business Media. This book was released on 2006-08-25 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.