Mohlo by sa vám tiež páčiť

Viac informácií o knihe Introduction to Infinite-Dimensional Analysis

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 175 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Introduction to Infinite-Dimensional Analysis
• Autor: Giuseppe Da Prato
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 208
• EAN: 9783540290209
• ISBN: 3540290206
• ID: 05273814
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 720 g
• Rozmery: 297 × 210 × 13 mm
• Dátum vydania: 03. July 2006

Obľúbené z iného súdka

---

---

---