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An Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert spac...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edición: | 1st ed. 2006. |
| Colección: | Universitext,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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|---|---|---|---|
| 001 | 978-3-540-29021-6 | ||
| 003 | DE-He213 | ||
| 005 | 20220116135557.0 | ||
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| 020 | |a 9783540290216 |9 978-3-540-29021-6 | ||
| 024 | 7 | |a 10.1007/3-540-29021-4 |2 doi | |
| 050 | 4 | |a QA319-329.9 | |
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| 100 | 1 | |a Da Prato, Giuseppe. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 3 | |a An Introduction to Infinite-Dimensional Analysis |h [electronic resource] / |c by Giuseppe Da Prato. |
| 250 | |a 1st ed. 2006. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2006. | |
| 300 | |a X, 208 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Universitext, |x 2191-6675 | |
| 505 | 0 | |a 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. | |
| 520 | |a In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert space of infinite dimension. Starting 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 some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior. | ||
| 650 | 0 | |a Functional analysis. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Differential equations. | |
| 650 | 1 | 4 | |a Functional Analysis. |
| 650 | 2 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Differential Equations. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783540815907 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540290209 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642421686 |
| 830 | 0 | |a Universitext, |x 2191-6675 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/3-540-29021-4 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||