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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 |
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| 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 |
Tabla de Contenidos:
- 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.