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Science & Math Books > Statistics Books
Paperback An Introduction to Infinite-Dimensional Analysis Book
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ISBN: 3540290206

ISBN13: 9783540290209

An Introduction to Infinite-Dimensional Analysis

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

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Format: Paperback

Condition: New

$54.99
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Related Subjects

Education & Reference Math Mathematics Science & Math Statistics

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