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An Introduction to Infinite Dimensional Analysis
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.
208 pages, biography
| Media | Böcker Bok |
| Releasedatum | 3 juli 2006 |
| ISBN13 | 9783540290209 |
| Utgivare | Springer-Verlag Berlin and Heidelberg Gm |
| Antal sidor | 208 |
| Mått | 210 × 297 × 12 mm · 353 g |
| Språk | Engelska |
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