Kód: 09161216
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, concep ... celý popis
Angličtina
Nákupem získáte 116 bodů
Anotace knihy
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.§
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis
1155 Kč
Angličtina
Osobní odběr Praha, Brno a 47546 dalších
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