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An Introduction to Infinite Dimensional Analysis Giuseppe Da Prato 2006 edition
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
| 介质类型 | 图书 Book |
| 已发行 | 2006年7月3日 |
| ISBN13 | 9783540290209 |
| 出版商 | Springer-Verlag Berlin and Heidelberg Gm |
| 页数 | 208 |
| 商品尺寸 | 210 × 297 × 12 mm · 353 g |
| 语言 | 英语 |
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