Integration in Hilbert Space

by A.V. Skorohod

Book Overview

Integration in function spaces arose in probability theory when a gen- eral theory of random processes was constructed. Here credit is cer- tainly due to N. Wiener, who constructed a measure in function space, integrals-with respect to which express the mean value of functionals of Brownian motion trajectories. Brownian trajectories had previously been considered as merely physical (rather than mathematical) phe- nomena. A. N. Kolmogorov generalized...

• Format: Paperback
• Language: English
• ISBN: 364265634X
• ISBN13: 9783642656347
• Release Date: November 2011
• Publisher: Springer
• Length: 180 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"