An Introduction to Infinite Dimensional Analysis

An Introduction to Infinite Dimensional Analysis - Publications of the Scuola Normale Superiore

Paperback (01 May 2007)

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Publisher's Synopsis

The lectures this volume collects were designed for an audience having basic knowledge of Functional Analysis and Measure Theory, but not familiar with Probability. The main aim is to give an introduction to Analysis in separable infinite-dimensional Hilbert spaces. The arguments the book deals with are: Gaussian measures, reproducing kernels, Cameron-Martin formula, Brownian motion, Wiener integral, invariant measures, ergodicity, mixing, Ito-Wiener decomposition.

Book information

ISBN: 9788876423093
Publisher: Scuola Normale Superiore
Imprint: Della Normale
Pub date:
DEWEY: 515
Number of pages: 191
Weight: -1g
Height: 1mm
Width: 1mm