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An Introduction to Infinite-Dimensional Analysis - Universitext Giuseppe Da Prato 2006 edition
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An Introduction to Infinite-Dimensional Analysis - Universitext
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 | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 30, 2014 |
| ISBN13 | 9783642421686 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 208 |
| Dimensions | 155 × 235 × 12 mm · 317 g |
| Language | English |
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