An Introduction to Infinite Dimensional Analysis - Giuseppe Da Prato - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540290209 - July 3, 2006
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Giuseppe Da Prato
An Introduction to Infinite Dimensional Analysis 2006 edition

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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 Books     Book
Released July 3, 2006
ISBN13 9783540290209
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 208
Dimensions 210 × 297 × 12 mm   ·   353 g
Language English  

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