An Introduction to Infinite-Dimensional Analysis (Universitext)

An Introduction to Infinite-Dimensional Analysis (Universitext) image
ISBN-10:

3642421687

ISBN-13:

9783642421686

Edition: 2006
Released: Nov 30, 2014
Publisher: Springer
Format: Paperback, 218 pages
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Description:

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. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.












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