Giuseppe Da Prato
Springer Berlin Heidelberg
2006e druk, 2006
9783540290209
An Introduction to Infinite-Dimensional Analysis
Specificaties
Gebonden, 204 blz.
|
Engels
Springer Berlin Heidelberg |
2006e druk, 2006
ISBN13: 9783540290209
Rubricering
Onderdeel van serie
Universitext
Verwachte levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783540290209
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:204
Uitgever:Springer Berlin Heidelberg
Druk:2006
Serie:Universitext
Inhoudsopgave
Gaussian measures in Hilbert spaces.- The Cameron–Martin formula.- Brownian motion.- Stochastic perturbations of a dynamical system.- Invariant measures for Markov semigroups.- Weak convergence of measures.- Existence and uniqueness of invariant measures.- Examples of Markov semigroups.- L2 spaces with respect to a Gaussian measure.- Sobolev spaces for a Gaussian measure.- Gradient systems.