An Introduction to Infinite-Dimensional Analysis

by Giuseppe Da Prato

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...

• Format: Paperback
• Language: English
• ISBN: 3540290206
• ISBN13: 9783540290209
• Release Date: July 2006
• Publisher: Springer
• Length: 208 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.5" x 6.1" x 9.3"